+122.9%
FIX vs AEIS
+93.3%
+29.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.5% | +0.4% |
| 7D | +6.0% | +3.0% | +3.1% | +4.1% |
| 30D | -7.2% | -14.6% | +7.4% | +2.0% |
| 3M | -15.9% | -12.4% | -3.4% | -10.3% |
| 6M | +12.7% | -15.0% | +27.7% | +18.9% |
| YTD | +72.8% | +34.3% | +38.5% | +35.9% |
| 1Y | +122.9% | +87.4% | +35.5% | +51.6% |
| All | +122.9% | +93.3% | +29.6% | +51.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling