+90.3%
FOXA vs AEIS
+512.7%
-422.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.1% | -0.8% |
| 7D | -0.6% | +8.1% | -8.8% | -2.2% |
| 30D | +2.3% | -11.1% | +13.5% | +4.3% |
| 3M | -2.8% | -5.6% | +2.8% | -4.3% |
| 6M | +9.6% | -0.6% | +10.2% | +5.1% |
| YTD | -9.9% | +38.0% | -47.9% | -21.4% |
| 1Y | +5.4% | +87.2% | -81.9% | -16.1% |
| 3Y | +115.3% | +179.7% | -64.4% | +48.2% |
| 5Y | +93.1% | +241.7% | -148.7% | +22.5% |
| All | +90.3% | +512.7% | -422.4% | -16.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling