+420.9%
FSLR vs AEIS
+350.2%
+70.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.0% | -2.8% |
| 7D | -12.0% | +23.2% | -35.2% | -19.3% |
| 30D | -7.7% | -17.0% | +9.3% | -2.9% |
| 3M | -24.0% | -32.2% | +8.1% | -14.7% |
| 6M | -24.4% | -32.6% | +8.1% | -16.7% |
| YTD | -34.0% | +9.4% | -43.4% | -42.2% |
| 1Y | -35.6% | +7.7% | -43.3% | -43.1% |
| 3Y | +28.7% | +157.9% | -129.3% | -26.0% |
| 5Y | +55.3% | +154.8% | -99.4% | -12.7% |
| All | +420.9% | +350.2% | +70.6% | +143.1% |
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