+19.1%
AA vs FIVE
+38.7%
-19.6%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.8% | +3.3% |
| 7D | +1.7% | +3.7% | -2.0% | +0.4% |
| 30D | +3.3% | +4.0% | -0.6% | +1.6% |
| 3M | -29.4% | +36.2% | -65.6% | -36.6% |
| 6M | -12.8% | +18.0% | -30.8% | -19.3% |
| YTD | -2.1% | +34.9% | -37.0% | -13.5% |
| 1Y | +62.8% | +67.9% | -5.2% | +33.4% |
| 3Y | +90.5% | +57.3% | +33.2% | +47.6% |
| 5Y | +19.1% | +39.5% | -20.5% | -6.7% |
| All | +19.1% | +38.7% | -19.6% | -6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling