+400.4%
AEE vs FIVE
+868.1%
-467.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.1% | -5.0% | -0.4% |
| 7D | +0.3% | +4.3% | -3.9% | -0.1% |
| 30D | -2.3% | +12.5% | -14.8% | -3.4% |
| 3M | +0.2% | +31.2% | -31.0% | -2.5% |
| 6M | -4.7% | +14.4% | -19.1% | -6.4% |
| YTD | +8.1% | +33.9% | -25.8% | +4.5% |
| 1Y | +8.5% | +65.1% | -56.5% | +2.5% |
| 3Y | +48.9% | +49.0% | -0.1% | +39.2% |
| 5Y | +39.9% | +30.3% | +9.6% | +30.2% |
| 10Y | +186.5% | +481.1% | -294.6% | +117.2% |
| All | +400.4% | +868.1% | -467.8% | +241.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling