-23.6%
FPS vs AEIS
-8.6%
-15.0%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -1.2% | -8.6% | -8.8% |
| 7D | +21.6% | +23.2% | -1.6% | +2.2% |
| 30D | -38.8% | -17.0% | -21.8% | -26.5% |
| 3M | -42.1% | -32.2% | -10.0% | -20.1% |
| 6M | -48.5% | -32.6% | -15.9% | -29.9% |
| All | -23.6% | -8.6% | -15.0% | -23.5% |
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 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