-5.4%
FIG vs AEIS
-35.1%
+29.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.5% | -2.6% | +2.9% |
| 7D | -14.3% | +9.5% | -23.8% | -13.0% |
| 30D | -13.6% | -17.5% | +3.9% | -20.2% |
| 3M | -23.7% | -29.3% | +5.6% | -33.4% |
| 6M | -5.4% | -34.7% | +29.3% | -20.0% |
| All | -5.4% | -35.1% | +29.7% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded AEIS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling