+434.1%
AEE vs FIVE
+822.5%
-388.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +2.1% | -0.3% | +2.4% | +2.1% |
| 30D | +11.4% | +17.7% | -6.3% | +9.7% |
| 3M | +5.0% | +4.0% | +1.0% | +4.4% |
| 6M | +4.4% | +2.6% | +1.8% | +3.7% |
| YTD | +15.4% | +27.6% | -12.2% | +11.9% |
| 1Y | +13.8% | +59.9% | -46.2% | +7.9% |
| 3Y | +58.0% | +35.8% | +22.2% | +49.2% |
| 5Y | +52.9% | +14.4% | +38.5% | +44.5% |
| 10Y | +205.1% | +576.1% | -371.0% | +128.9% |
| All | +434.1% | +822.5% | -388.3% | +266.2% |
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