+53.6%
AA vs FIVE
+596.6%
-542.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +5.6% | +0.2% | +3.7% |
| 7D | +4.8% | +6.2% | -1.4% | +2.5% |
| 30D | -0.6% | +18.2% | -18.8% | -6.8% |
| 3M | -16.3% | +3.8% | -20.1% | -18.2% |
| 6M | -33.4% | +13.7% | -47.1% | -37.8% |
| YTD | -20.7% | +34.7% | -55.4% | -31.5% |
| 1Y | +12.9% | +66.6% | -53.7% | -10.2% |
| 3Y | +75.7% | +44.3% | +31.4% | +35.3% |
| 5Y | -6.8% | +18.8% | -25.6% | -25.5% |
| 10Y | +53.6% | +569.2% | -515.6% | -30.0% |
| All | +53.6% | +596.6% | -542.9% | -30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling