+804.9%
FITB vs AEIS
+2,566.8%
-1,761.9%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -0.7% |
| 7D | +0.6% | +3.0% | -2.4% | 0.0% |
| 30D | -4.7% | -14.6% | +9.9% | -1.9% |
| 3M | +6.7% | -12.4% | +19.1% | +7.6% |
| 6M | +12.6% | -15.0% | +27.5% | +13.2% |
| YTD | +19.1% | +34.3% | -15.2% | +8.3% |
| 1Y | +22.6% | +87.4% | -64.7% | +3.2% |
| 3Y | +127.1% | +139.8% | -12.7% | +78.5% |
| 5Y | +71.8% | +220.7% | -148.9% | +26.0% |
| 10Y | +287.2% | +531.6% | -244.4% | +141.8% |
| All | +804.9% | +2,566.8% | -1,761.9% | +301.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling