+5,831.7%
FIX vs AEIS
+523.4%
+5,308.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.5% | +0.8% |
| 7D | +6.0% | +3.0% | +3.1% | +4.5% |
| 30D | -7.2% | -14.6% | +7.4% | -0.1% |
| 3M | -15.9% | -12.4% | -3.4% | -11.3% |
| 6M | +12.7% | -15.0% | +27.7% | +19.7% |
| YTD | +72.8% | +34.3% | +38.5% | +49.2% |
| 1Y | +122.9% | +87.4% | +35.5% | +65.7% |
| 3Y | +774.3% | +139.8% | +634.5% | +476.4% |
| 5Y | +2,049.5% | +220.7% | +1,828.7% | +1,131.3% |
| All | +5,831.7% | +523.4% | +5,308.4% | +2,131.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling