+8.1%
FPS vs AEIS
+12.2%
-4.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.4% | 0.0% | +0.8% |
| 7D | +3.1% | +3.0% | +0.2% | +1.1% |
| 30D | -18.6% | -14.6% | -3.9% | -9.7% |
| 3M | -51.5% | -12.4% | -39.0% | -48.2% |
| 6M | -8.5% | -15.0% | +6.4% | -6.8% |
| All | +8.1% | +12.2% | -4.1% | -11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling