+547.2%
AEIS vs FIVE
+475.1%
+72.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.7% | +2.0% | +2.5% |
| 7D | +8.1% | +3.7% | +4.5% | +6.6% |
| 30D | -11.1% | +4.0% | -15.1% | -12.9% |
| 3M | -5.6% | +36.2% | -41.9% | -17.2% |
| 6M | -0.6% | +18.0% | -18.7% | -8.6% |
| YTD | +38.0% | +34.9% | +3.1% | +20.4% |
| 1Y | +87.2% | +67.9% | +19.3% | +49.3% |
| 3Y | +179.7% | +57.3% | +122.4% | +107.7% |
| 5Y | +241.7% | +39.5% | +202.2% | +154.7% |
| 10Y | +547.2% | +496.4% | +50.8% | +198.8% |
| All | +547.2% | +475.1% | +72.1% | +198.8% |
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 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