+804.7%
FN vs AEIS
+375.1%
+429.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +4.5% | +1.4% | +3.3% |
| 7D | +8.0% | +9.5% | -1.5% | +3.2% |
| 30D | -19.1% | -17.5% | -1.6% | -8.7% |
| 3M | -29.8% | -29.3% | -0.6% | -12.8% |
| 6M | -43.2% | -34.7% | -8.5% | -26.5% |
| YTD | -18.9% | +10.7% | -29.7% | -19.8% |
| 1Y | -17.9% | +7.4% | -25.3% | -17.0% |
| 3Y | +120.1% | +161.1% | -41.0% | +43.7% |
| 5Y | +206.7% | +150.7% | +56.0% | +98.8% |
| 10Y | +804.7% | +360.8% | +443.8% | +248.4% |
| All | +804.7% | +375.1% | +429.5% | +248.4% |
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 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