-6.6%
FSLY vs AEIS
+173.5%
-180.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.8% | +1.6% | +3.1% |
| 7D | +3.5% | +8.1% | -4.7% | -0.3% |
| 30D | -6.4% | -11.1% | +4.7% | -1.3% |
| 3M | +10.9% | -5.6% | +16.5% | +9.4% |
| 6M | +6.7% | -0.6% | +7.3% | -1.1% |
| YTD | +111.1% | +38.0% | +73.1% | +59.9% |
| 1Y | +185.8% | +87.2% | +98.5% | +72.2% |
| 3Y | -6.6% | +179.7% | -186.3% | -60.8% |
| All | -6.6% | +173.5% | -180.1% | -60.8% |
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