+68.4%
FITB vs AEIS
+238.7%
-170.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.3% |
| 7D | -0.4% | +6.5% | -6.8% | -2.2% |
| 30D | -5.1% | -9.2% | +4.0% | -2.9% |
| 3M | +3.5% | -8.3% | +11.9% | +3.0% |
| 6M | +17.2% | -6.3% | +23.5% | +13.5% |
| YTD | +17.6% | +36.5% | -18.9% | -2.0% |
| 1Y | +23.4% | +84.8% | -61.4% | -10.3% |
| 3Y | +129.7% | +176.6% | -46.8% | +34.0% |
| 5Y | +68.4% | +237.1% | -168.7% | -14.2% |
| All | +68.4% | +238.7% | -170.3% | -14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling