-50.2%
FSLY vs AEIS
+238.7%
-289.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.1% | +6.8% | +6.4% |
| 7D | +11.2% | +6.5% | +4.7% | +6.9% |
| 30D | -18.2% | -9.2% | -9.0% | -13.1% |
| 3M | +21.9% | -8.3% | +30.2% | +21.4% |
| 6M | +4.0% | -6.3% | +10.4% | -2.2% |
| YTD | +123.1% | +36.5% | +86.6% | +55.3% |
| 1Y | +196.9% | +84.8% | +112.1% | +55.5% |
| 3Y | -1.3% | +176.6% | -177.8% | -66.8% |
| 5Y | -50.2% | +237.1% | -287.3% | -86.6% |
| All | -50.2% | +238.7% | -289.0% | -86.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling