+1,052.1%
FIX vs AEIS
+145.4%
+906.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -2.1% |
| 7D | +17.0% | +23.2% | -6.2% | +3.1% |
| 30D | -30.6% | -17.0% | -13.6% | -22.1% |
| 3M | -35.0% | -32.2% | -2.9% | -18.3% |
| 6M | -44.0% | -32.6% | -11.4% | -30.6% |
| YTD | +21.1% | +9.4% | +11.8% | +12.3% |
| 1Y | +16.3% | +7.7% | +8.6% | +9.1% |
| 3Y | +507.4% | +157.9% | +349.5% | +249.9% |
| 5Y | +1,052.1% | +154.8% | +897.3% | +529.0% |
| All | +1,052.1% | +145.4% | +906.6% | +529.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling