-28.3%
FSLY vs AEIS
+341.3%
-369.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | +0.3% |
| 7D | +11.8% | +23.2% | -11.5% | -0.7% |
| 30D | -36.5% | -17.0% | -19.5% | -29.5% |
| 3M | -39.7% | -32.2% | -7.6% | -26.2% |
| 6M | -9.7% | -32.6% | +22.9% | +6.1% |
| YTD | +68.9% | +9.4% | +59.5% | +43.8% |
| 1Y | +44.5% | +7.7% | +36.8% | +23.8% |
| 3Y | +4.8% | +157.9% | -153.1% | -50.9% |
| 5Y | -66.0% | +154.8% | -220.8% | -83.5% |
| All | -28.3% | +341.3% | -369.6% | -75.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling