-83.6%
FIG vs AEIS
+61.2%
-144.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.5% | -2.6% | +2.6% |
| 7D | -14.3% | +9.5% | -23.8% | -13.4% |
| 30D | -13.6% | -17.5% | +3.9% | -17.3% |
| 3M | -23.7% | -29.3% | +5.6% | -29.1% |
| 6M | -5.4% | -34.7% | +29.3% | -10.6% |
| YTD | -49.2% | +10.7% | -60.0% | -53.7% |
| 1Y | -57.4% | +7.4% | -64.7% | -61.2% |
| All | -83.6% | +61.2% | -144.8% | -82.1% |
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