-41.4%
FIS vs AEIS
+558.2%
-599.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.1% | -2.3% | -3.2% |
| 7D | -9.1% | +6.5% | -15.5% | -10.2% |
| 30D | -10.4% | -9.2% | -1.3% | -9.2% |
| 3M | -3.7% | -8.3% | +4.7% | -4.7% |
| 6M | -24.8% | -6.3% | -18.4% | -27.2% |
| YTD | -41.6% | +36.5% | -78.1% | -49.1% |
| 1Y | -42.7% | +84.8% | -127.5% | -54.4% |
| 3Y | -26.2% | +176.6% | -202.8% | -49.6% |
| 5Y | -66.1% | +237.1% | -303.2% | -78.7% |
| All | -41.4% | +558.2% | -599.6% | -73.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling