+112.9%
FOXA vs AEIS
+160.8%
-47.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.1% | +6.2% | +2.4% |
| 7D | -3.7% | -0.2% | -3.5% | -3.7% |
| 30D | +5.4% | -16.4% | +21.8% | +6.7% |
| 3M | -3.7% | -11.1% | +7.4% | -4.3% |
| 6M | +12.6% | -12.0% | +24.6% | +11.0% |
| YTD | -10.0% | +30.9% | -40.8% | -18.4% |
| 1Y | +15.0% | +74.3% | -59.3% | -3.4% |
| All | +112.9% | +160.8% | -47.9% | +52.9% |
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 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