+8.6%
AEIS vs FIVE
+63.3%
-54.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +6.7% | -17.8% | -12.7% |
| 7D | -12.7% | +7.5% | -20.2% | -14.4% |
| 30D | -28.8% | +16.7% | -45.5% | -32.0% |
| 3M | -38.0% | +13.4% | -51.4% | -41.2% |
| 6M | -45.3% | +9.0% | -54.3% | -47.5% |
| YTD | +1.1% | +33.8% | -32.6% | -13.1% |
| 1Y | +8.6% | +61.2% | -52.5% | -14.7% |
| All | +8.6% | +63.3% | -54.6% | -14.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling