-30.7%
FSLY vs AEIS
+323.7%
-354.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.0% | +0.7% | -1.1% |
| 7D | +4.9% | +11.5% | -6.6% | -1.6% |
| 30D | -33.5% | -15.8% | -17.8% | -26.8% |
| 3M | -44.6% | -33.3% | -11.3% | -31.5% |
| 6M | -9.2% | -35.2% | +26.0% | +9.0% |
| YTD | +63.3% | +5.0% | +58.2% | +42.1% |
| 1Y | +45.3% | +8.5% | +36.8% | +23.8% |
| 3Y | +3.7% | +152.9% | -149.1% | -50.9% |
| 5Y | -67.2% | +144.6% | -211.8% | -83.7% |
| All | -30.7% | +323.7% | -354.5% | -76.2% |
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