+182.1%
FSLY vs AEIS
+93.3%
+88.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.4% | -4.9% | -3.2% |
| 7D | -10.6% | +3.0% | -13.6% | -11.3% |
| 30D | -20.9% | -14.6% | -6.2% | -17.5% |
| 3M | +3.4% | -12.4% | +15.9% | +5.3% |
| 6M | +2.7% | -15.0% | +17.7% | +1.4% |
| YTD | +102.3% | +34.3% | +68.0% | +85.2% |
| 1Y | +182.1% | +87.4% | +94.7% | +136.9% |
| All | +182.1% | +93.3% | +88.7% | +136.9% |
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