-55.6%
FN vs AEIS
-47.1%
-8.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -12.2% | -2.0% | -3.6% |
| 7D | -16.0% | -22.6% | +6.6% | +4.8% |
| 30D | -40.1% | -38.7% | -1.4% | -9.3% |
| 3M | -43.9% | -43.6% | -0.3% | -7.9% |
| 6M | -55.6% | -46.2% | -9.4% | -23.5% |
| All | -55.6% | -47.1% | -8.6% | -23.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling