+210.2%
AEE vs FIVE
+596.6%
-386.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.6% | -4.6% | +0.5% |
| 7D | +2.3% | +6.2% | -3.9% | +1.7% |
| 30D | +11.6% | +18.2% | -6.6% | +9.7% |
| 3M | +5.5% | +3.8% | +1.7% | +4.9% |
| 6M | +6.0% | +13.7% | -7.7% | +4.2% |
| YTD | +16.6% | +34.7% | -18.1% | +12.2% |
| 1Y | +12.1% | +66.6% | -54.6% | +5.4% |
| 3Y | +64.2% | +44.3% | +19.9% | +54.3% |
| 5Y | +59.1% | +18.8% | +40.4% | +50.5% |
| 10Y | +210.2% | +569.2% | -359.0% | +135.4% |
| All | +210.2% | +596.6% | -386.4% | +135.4% |
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