+7,843.3%
FIX vs AEIS
+1,349.1%
+6,494.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +6.1% | -0.7% | +3.9% |
| 7D | -17.5% | -11.3% | -6.2% | -14.6% |
| 30D | -41.6% | -32.6% | -9.0% | -35.3% |
| 3M | -40.6% | -39.2% | -1.4% | -32.6% |
| 6M | -49.4% | -45.4% | -4.0% | -41.2% |
| YTD | +9.2% | -5.8% | +15.0% | +12.1% |
| 1Y | +6.5% | -10.0% | +16.4% | +10.7% |
| 3Y | +448.7% | +121.2% | +327.6% | +369.7% |
| 5Y | +948.7% | +110.6% | +838.1% | +796.7% |
| 10Y | +3,659.7% | +326.6% | +3,333.1% | +2,574.8% |
| All | +7,843.3% | +1,349.1% | +6,494.2% | +3,768.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling