+206.7%
FN vs AEIS
+150.6%
+56.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +4.5% | +1.4% | +2.5% |
| 7D | +8.0% | +9.5% | -1.5% | +1.6% |
| 30D | -19.1% | -17.5% | -1.6% | -6.0% |
| 3M | -29.8% | -29.3% | -0.6% | -8.1% |
| 6M | -43.2% | -34.7% | -8.5% | -22.2% |
| YTD | -18.9% | +10.7% | -29.7% | -22.3% |
| 1Y | -17.9% | +7.4% | -25.3% | -19.0% |
| 3Y | +120.1% | +161.1% | -41.0% | +20.5% |
| 5Y | +206.7% | +150.7% | +56.0% | +60.8% |
| All | +206.7% | +150.6% | +56.1% | +60.8% |
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 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