-74.9%
FRSH vs AEIS
+239.0%
-313.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.1% |
| 7D | -9.6% | +6.5% | -16.0% | -11.4% |
| 30D | -0.4% | -9.2% | +8.8% | +1.6% |
| 3M | +27.2% | -8.3% | +35.5% | +23.9% |
| 6M | +42.2% | -6.3% | +48.5% | +30.6% |
| YTD | -2.6% | +36.5% | -39.1% | -30.0% |
| 1Y | -10.2% | +84.8% | -94.9% | -47.8% |
| 3Y | -45.5% | +176.6% | -222.1% | -77.8% |
| All | -74.9% | +239.0% | -313.9% | -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 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