-55.0%
FIS vs AEIS
+354.8%
-409.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.3% |
| 7D | -27.4% | -6.9% | -20.5% | -26.3% |
| 30D | -16.8% | -23.2% | +6.4% | -13.2% |
| 3M | -32.6% | -29.5% | -3.2% | -29.1% |
| 6M | -33.4% | -37.9% | +4.5% | -29.9% |
| YTD | -56.0% | +6.0% | -62.0% | -60.3% |
| 1Y | -55.1% | +1.2% | -56.3% | -59.1% |
| 3Y | -41.4% | +150.0% | -191.4% | -60.2% |
| 5Y | -72.7% | +141.9% | -214.5% | -81.8% |
| All | -55.0% | +354.8% | -409.8% | -77.4% |
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