+3,800.0%
FIX vs AEIS
+358.4%
+3,441.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +11.3% | -1.9% | +3.8% |
| 7D | -7.2% | +1.0% | -8.2% | -7.0% |
| 30D | -35.1% | -24.0% | -11.1% | -25.4% |
| 3M | -34.3% | -32.5% | -1.8% | -20.3% |
| 6M | -42.9% | -38.6% | -4.4% | -28.6% |
| YTD | +19.5% | +4.8% | +14.6% | +16.8% |
| 1Y | +16.8% | +1.3% | +15.4% | +16.3% |
| 3Y | +506.7% | +159.2% | +347.5% | +300.9% |
| 5Y | +1,046.7% | +140.8% | +905.9% | +654.7% |
| 10Y | +3,800.0% | +349.8% | +3,450.2% | +1,599.2% |
| All | +3,800.0% | +358.4% | +3,441.5% | +1,599.2% |
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