+193.5%
FSLY vs AEIS
+81.9%
+111.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.9% | -3.0% | +0.6% |
| 7D | +12.5% | +2.3% | +10.2% | +11.7% |
| 30D | -18.8% | -14.8% | -4.0% | -15.4% |
| 3M | +22.7% | -15.6% | +38.3% | +26.1% |
| 6M | -3.7% | -8.7% | +5.0% | -6.4% |
| YTD | +127.5% | +37.3% | +90.2% | +107.1% |
| 1Y | +193.5% | +80.3% | +113.2% | +142.3% |
| All | +193.5% | +81.9% | +111.6% | +142.3% |
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