+16.4%
FSLR vs AEIS
+173.5%
-157.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.8% | +1.5% | +3.3% |
| 7D | +6.8% | +8.1% | -1.3% | +3.8% |
| 30D | -14.7% | -11.1% | -3.6% | -11.7% |
| 3M | -22.6% | -5.6% | -16.9% | -22.7% |
| 6M | +12.7% | -0.6% | +13.3% | +8.6% |
| YTD | -18.4% | +38.0% | -56.4% | -32.3% |
| 1Y | +4.9% | +87.2% | -82.3% | -24.0% |
| 3Y | +16.4% | +179.7% | -163.3% | -36.7% |
| All | +16.4% | +173.5% | -157.1% | -36.7% |
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