-61.8%
FND vs AEIS
+238.7%
-300.6%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.2% |
| 7D | -0.8% | +6.5% | -7.2% | -3.6% |
| 30D | -19.6% | -9.2% | -10.4% | -16.9% |
| 3M | -4.3% | -8.3% | +4.0% | -5.2% |
| 6M | -20.4% | -6.3% | -14.1% | -24.2% |
| YTD | -21.9% | +36.5% | -58.4% | -40.9% |
| 1Y | -45.2% | +84.8% | -130.0% | -66.4% |
| 3Y | -49.2% | +176.6% | -225.8% | -77.6% |
| 5Y | -61.8% | +237.1% | -298.9% | -86.1% |
| All | -61.8% | +238.7% | -300.6% | -86.1% |
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