+89.1%
FOXA vs AEIS
+233.3%
-144.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -1.9% |
| 7D | -5.4% | +6.5% | -11.9% | -6.3% |
| 30D | +1.1% | -9.2% | +10.3% | +2.3% |
| 3M | -6.1% | -8.3% | +2.2% | -6.9% |
| 6M | +8.2% | -6.3% | +14.6% | +5.4% |
| YTD | -11.8% | +36.5% | -48.3% | -22.5% |
| 1Y | +9.9% | +84.8% | -74.8% | -12.1% |
| 3Y | +110.7% | +176.6% | -65.8% | +43.4% |
| All | +89.1% | +233.3% | -144.2% | +16.4% |
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