-75.0%
FRSH vs AEIS
+241.0%
-316.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.9% | -4.8% | -1.4% |
| 7D | -6.6% | +2.3% | -8.9% | -7.4% |
| 30D | +2.1% | -14.8% | +16.9% | +6.4% |
| 3M | +29.0% | -15.6% | +44.5% | +30.4% |
| 6M | +48.6% | -8.7% | +57.3% | +38.4% |
| YTD | -2.9% | +37.3% | -40.3% | -30.4% |
| 1Y | -7.9% | +80.3% | -88.2% | -45.5% |
| 3Y | -46.5% | +177.9% | -224.5% | -78.2% |
| All | -75.0% | +241.0% | -316.0% | -91.9% |
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 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