+349.8%
AEIS vs FIVE
+596.6%
-246.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +5.6% | +5.7% | +9.1% |
| 7D | +1.0% | +6.2% | -5.2% | -1.5% |
| 30D | -24.0% | +18.2% | -42.2% | -29.0% |
| 3M | -32.5% | +3.8% | -36.3% | -34.2% |
| 6M | -38.6% | +13.7% | -52.3% | -42.9% |
| YTD | +4.8% | +34.7% | -29.9% | -9.1% |
| 1Y | +1.3% | +66.6% | -65.3% | -19.3% |
| 3Y | +159.2% | +44.3% | +114.9% | +99.0% |
| 5Y | +140.8% | +18.8% | +122.0% | +91.6% |
| 10Y | +349.8% | +569.2% | -219.4% | +109.4% |
| All | +349.8% | +596.6% | -246.8% | +109.4% |
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