+447.0%
FSLR vs AEIS
+545.5%
-98.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.1% | -3.7% | -4.3% |
| 7D | +0.2% | +6.5% | -6.2% | -2.3% |
| 30D | -15.1% | -9.2% | -6.0% | -12.5% |
| 3M | -22.5% | -8.3% | -14.2% | -21.7% |
| 6M | +4.0% | -6.3% | +10.3% | +2.6% |
| YTD | -22.3% | +36.5% | -58.8% | -35.7% |
| 1Y | 0.0% | +84.8% | -84.7% | -27.9% |
| 3Y | +10.9% | +176.6% | -165.7% | -35.9% |
| 5Y | +105.4% | +237.1% | -131.7% | +5.8% |
| 10Y | +447.0% | +554.7% | -107.7% | +79.5% |
| All | +447.0% | +545.5% | -98.5% | +79.5% |
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