+211.6%
AEE vs FIVE
+505.3%
-293.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.4% |
| 7D | +0.6% | +2.4% | -1.8% | +0.4% |
| 30D | +8.8% | +15.8% | -7.0% | +7.2% |
| 3M | +5.1% | +3.8% | +1.3% | +4.5% |
| 6M | +5.2% | +18.5% | -13.4% | +2.9% |
| YTD | +16.1% | +31.2% | -15.1% | +12.0% |
| 1Y | +10.4% | +61.8% | -51.4% | +4.1% |
| 3Y | +63.1% | +39.9% | +23.3% | +53.7% |
| 5Y | +55.6% | +18.3% | +37.3% | +46.9% |
| All | +211.6% | +505.3% | -293.8% | +135.7% |
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 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