-49.5%
FND vs AEIS
+172.0%
-221.5%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.3% |
| 7D | -0.8% | +6.5% | -7.2% | -2.8% |
| 30D | -19.6% | -9.2% | -10.4% | -17.6% |
| 3M | -4.3% | -8.3% | +4.0% | -4.9% |
| 6M | -20.4% | -6.3% | -14.1% | -23.1% |
| YTD | -21.9% | +36.5% | -58.4% | -36.6% |
| 1Y | -45.2% | +84.8% | -130.0% | -62.2% |
| All | -49.5% | +172.0% | -221.5% | -72.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling