+164.3%
FSLY vs AEIS
+6.2%
+158.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -11.1% | +11.0% | +3.1% |
| 7D | -22.2% | -12.7% | -9.5% | -19.1% |
| 30D | -19.1% | -28.8% | +9.7% | -11.4% |
| 3M | -15.7% | -38.0% | +22.3% | -4.9% |
| 6M | -23.5% | -45.3% | +21.8% | -13.5% |
| YTD | +106.6% | +1.1% | +105.5% | +112.2% |
| 1Y | +164.3% | +8.6% | +155.6% | +174.5% |
| All | +164.3% | +6.2% | +158.0% | +174.5% |
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 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