+948.1%
FIX vs AEIS
+109.5%
+838.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +6.1% | -0.7% | +1.7% |
| 7D | -17.5% | -11.3% | -6.2% | -10.7% |
| 30D | -41.6% | -32.6% | -9.0% | -25.7% |
| 3M | -40.6% | -39.2% | -1.4% | -20.2% |
| 6M | -49.4% | -45.4% | -4.0% | -29.0% |
| YTD | +9.2% | -5.8% | +15.0% | +10.8% |
| 1Y | +6.5% | -10.0% | +16.4% | +11.2% |
| 3Y | +448.7% | +121.2% | +327.6% | +247.1% |
| All | +948.1% | +109.5% | +838.5% | +534.4% |
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