+119.1%
FN vs AEIS
+152.4%
-33.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +11.3% | +0.5% | +2.6% |
| 7D | +16.3% | +1.0% | +15.3% | +16.1% |
| 30D | -24.7% | -24.0% | -0.7% | -5.5% |
| 3M | -34.9% | -32.5% | -2.4% | -9.6% |
| 6M | -41.1% | -38.6% | -2.5% | -13.4% |
| YTD | -19.6% | +4.8% | -24.5% | -21.1% |
| 1Y | -18.5% | +1.3% | -19.9% | -17.3% |
| 3Y | +119.1% | +159.2% | -40.1% | +14.8% |
| All | +119.1% | +152.4% | -33.3% | +14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling