-18.5%
FN vs AEIS
+4.7%
-23.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -4.0% | -3.3% | -3.7% |
| 7D | +0.3% | +11.5% | -11.2% | -8.8% |
| 30D | -16.5% | -15.8% | -0.8% | -2.8% |
| 3M | -42.1% | -33.3% | -8.8% | -16.8% |
| 6M | -52.9% | -35.2% | -17.7% | -31.8% |
| YTD | -28.0% | +5.0% | -33.0% | -34.0% |
| 1Y | -18.5% | +8.5% | -27.0% | -28.1% |
| All | -18.5% | +4.7% | -23.2% | -28.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling