-26.0%
FSLR vs AEIS
+6.2%
-32.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -11.1% | +15.8% | +7.6% |
| 7D | +10.3% | -12.7% | +23.0% | +13.9% |
| 30D | +10.4% | -28.8% | +39.3% | +20.6% |
| 3M | -20.2% | -38.0% | +17.8% | -9.8% |
| 6M | -8.0% | -45.3% | +37.3% | +5.6% |
| YTD | -25.5% | +1.1% | -26.7% | -33.6% |
| 1Y | -26.0% | +8.6% | -34.6% | -36.2% |
| All | -26.0% | +6.2% | -32.2% | -36.2% |
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