+49.0%
FND vs AEIS
+206.1%
-157.1%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.0% | +1.8% | -0.5% |
| 7D | -6.8% | +11.5% | -18.3% | -11.2% |
| 30D | +8.0% | -15.8% | +23.7% | +12.8% |
| 3M | -18.9% | -33.3% | +14.4% | -7.7% |
| 6M | +4.7% | -35.2% | +39.9% | +15.9% |
| YTD | -21.6% | +5.0% | -26.6% | -33.9% |
| 1Y | -22.0% | +8.5% | -30.5% | -35.5% |
| 3Y | -40.4% | +152.9% | -193.3% | -70.1% |
| 5Y | -63.8% | +144.6% | -208.4% | -81.6% |
| All | +49.0% | +206.1% | -157.1% | -46.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling