+185.7%
AEE vs FIVE
+475.1%
-289.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.2% | +0.9% |
| 7D | +1.3% | +3.7% | -2.4% | +0.9% |
| 30D | -1.2% | +4.0% | -5.2% | -1.7% |
| 3M | +1.0% | +36.2% | -35.2% | -2.3% |
| 6M | -2.3% | +18.0% | -20.3% | -4.5% |
| YTD | +9.1% | +34.9% | -25.8% | +5.1% |
| 1Y | +10.6% | +67.9% | -57.4% | +3.7% |
| 3Y | +48.5% | +57.3% | -8.8% | +37.6% |
| 5Y | +39.9% | +39.5% | +0.3% | +28.5% |
| 10Y | +185.7% | +496.4% | -310.7% | +116.0% |
| All | +185.7% | +475.1% | -289.4% | +116.0% |
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