+47.5%
FITB vs AEIS
+142.3%
-94.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.0% | +5.1% | +2.1% |
| 7D | +2.8% | +11.5% | -8.8% | -0.3% |
| 30D | +9.8% | -15.8% | +25.5% | +13.3% |
| 3M | -5.2% | -33.3% | +28.2% | +3.6% |
| 6M | +17.3% | -35.2% | +52.5% | +25.7% |
| YTD | +19.3% | +5.0% | +14.3% | +4.8% |
| 1Y | +32.7% | +8.5% | +24.2% | +14.8% |
| 3Y | +141.6% | +152.9% | -11.3% | +38.4% |
| All | +47.5% | +142.3% | -94.8% | -18.7% |
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