-83.2%
FIG vs AEIS
+52.9%
-136.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.0% | +6.8% | +2.1% |
| 7D | +3.4% | +11.5% | -8.1% | +5.4% |
| 30D | -9.5% | -15.8% | +6.3% | -12.7% |
| 3M | -26.2% | -33.3% | +7.1% | -32.1% |
| 6M | +2.7% | -35.2% | +37.9% | -3.7% |
| YTD | -48.0% | +5.0% | -53.0% | -52.9% |
| 1Y | -52.0% | +8.5% | -60.5% | -56.8% |
| All | -83.2% | +52.9% | -136.0% | -81.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling