+51.8%
FSLR vs AEIS
+126.7%
-75.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +6.1% | -3.4% | +0.8% |
| 7D | +15.3% | -11.3% | +26.6% | +18.6% |
| 30D | +11.7% | -32.6% | +44.3% | +25.4% |
| 3M | -17.6% | -39.2% | +21.5% | -5.4% |
| 6M | -7.7% | -45.4% | +37.6% | +8.4% |
| YTD | -23.0% | -5.8% | -17.2% | -28.3% |
| 1Y | -26.0% | -10.0% | -16.1% | -29.9% |
| All | +51.8% | +126.7% | -75.0% | -16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling