+141.6%
FITB vs AEIS
+148.8%
-7.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.0% | +5.1% | +1.9% |
| 7D | +2.8% | +11.5% | -8.8% | +0.5% |
| 30D | +9.8% | -15.8% | +25.5% | +12.5% |
| 3M | -5.2% | -33.3% | +28.2% | +1.6% |
| 6M | +17.3% | -35.2% | +52.5% | +23.9% |
| YTD | +19.3% | +5.0% | +14.3% | +6.6% |
| 1Y | +32.7% | +8.5% | +24.2% | +17.0% |
| 3Y | +141.6% | +152.9% | -11.3% | +42.8% |
| All | +141.6% | +148.8% | -7.2% | +42.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling