+173.5%
FN vs AEIS
+109.5%
+64.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +6.1% | +5.5% | +7.1% |
| 7D | 0.0% | -11.3% | +11.2% | +10.0% |
| 30D | -34.3% | -32.6% | -1.7% | -11.4% |
| 3M | -39.9% | -39.2% | -0.7% | -11.9% |
| 6M | -51.8% | -45.4% | -6.5% | -24.8% |
| YTD | -28.1% | -5.8% | -22.3% | -22.3% |
| 1Y | -29.1% | -10.0% | -19.1% | -20.3% |
| 3Y | +102.4% | +121.2% | -18.7% | +25.1% |
| All | +173.5% | +109.5% | +64.0% | +62.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling