+2,625.3%
FN vs AEIS
+1,293.2%
+1,332.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -12.2% | -2.0% | -7.8% |
| 7D | -16.0% | -22.6% | +6.6% | -3.5% |
| 30D | -40.1% | -38.7% | -1.4% | -22.1% |
| 3M | -43.9% | -43.6% | -0.3% | -23.3% |
| 6M | -55.6% | -46.2% | -9.4% | -37.8% |
| YTD | -35.7% | -11.2% | -24.4% | -28.6% |
| 1Y | -39.8% | -17.7% | -22.2% | -30.3% |
| 3Y | +80.3% | +104.1% | -23.8% | +37.7% |
| 5Y | +143.3% | +98.5% | +44.8% | +84.2% |
| 10Y | +682.3% | +302.0% | +380.3% | +285.6% |
| All | +2,625.3% | +1,293.2% | +1,332.1% | +599.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling