+806.2%
FITB vs AEIS
+1,985.6%
-1,179.4%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.0% | +5.1% | +1.9% |
| 7D | +2.8% | +11.5% | -8.8% | +0.4% |
| 30D | +9.8% | -15.8% | +25.5% | +12.5% |
| 3M | -5.2% | -33.3% | +28.2% | +1.3% |
| 6M | +17.3% | -35.2% | +52.5% | +23.8% |
| YTD | +19.3% | +5.0% | +14.3% | +12.4% |
| 1Y | +32.7% | +8.5% | +24.2% | +24.0% |
| 3Y | +141.6% | +152.9% | -11.3% | +85.2% |
| 5Y | +48.9% | +144.6% | -95.8% | +13.7% |
| 10Y | +216.5% | +337.1% | -120.6% | +109.2% |
| All | +806.2% | +1,985.6% | -1,179.4% | +316.0% |
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