+92.4%
FOXA vs AEIS
+509.6%
-417.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.9% | -3.8% | +0.2% |
| 7D | +0.8% | +2.3% | -1.5% | +0.3% |
| 30D | +5.0% | -14.8% | +19.9% | +8.0% |
| 3M | -3.0% | -15.6% | +12.6% | -2.0% |
| 6M | +14.8% | -8.7% | +23.5% | +12.3% |
| YTD | -8.9% | +37.3% | -46.2% | -20.5% |
| 1Y | +13.3% | +80.3% | -67.0% | -8.9% |
| 3Y | +115.4% | +177.9% | -62.5% | +48.4% |
| 5Y | +95.3% | +235.8% | -140.5% | +24.3% |
| All | +92.4% | +509.6% | -417.3% | -15.6% |
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 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