+693.0%
FN vs AEIS
+332.3%
+360.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -4.0% | -3.3% | -5.0% |
| 7D | +0.3% | +11.5% | -11.2% | -5.6% |
| 30D | -16.5% | -15.8% | -0.8% | -6.8% |
| 3M | -42.1% | -33.3% | -8.8% | -25.5% |
| 6M | -52.9% | -35.2% | -17.7% | -38.5% |
| YTD | -28.0% | +5.0% | -33.0% | -26.4% |
| 1Y | -18.5% | +8.5% | -27.0% | -17.7% |
| 3Y | +93.9% | +152.9% | -59.0% | +29.5% |
| 5Y | +170.5% | +144.6% | +25.9% | +79.0% |
| All | +693.0% | +332.3% | +360.7% | +216.7% |
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