-5.3%
FSLY vs AEIS
+428.0%
-433.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +2.2% |
| 7D | +7.5% | -0.2% | +7.7% | +7.5% |
| 30D | -21.1% | -16.4% | -4.7% | -13.1% |
| 3M | +21.8% | -11.1% | +32.9% | +24.1% |
| 6M | -0.1% | -12.0% | +11.9% | -0.4% |
| YTD | +123.1% | +30.9% | +92.2% | +73.6% |
| 1Y | +208.6% | +74.3% | +134.2% | +96.5% |
| 3Y | -1.3% | +165.2% | -166.4% | -53.4% |
| 5Y | -48.4% | +220.0% | -268.4% | -77.5% |
| All | -5.3% | +428.0% | -433.4% | -70.9% |
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 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