+152.9%
AEIS vs FIVE
+40.0%
+112.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.8% | -3.9% |
| 7D | +11.5% | +2.7% | +8.9% | +10.7% |
| 30D | -15.8% | +12.7% | -28.4% | -18.9% |
| 3M | -33.3% | +2.1% | -35.4% | -34.2% |
| 6M | -35.2% | +17.5% | -52.7% | -39.4% |
| YTD | +5.0% | +31.0% | -25.9% | -5.2% |
| 1Y | +8.5% | +67.7% | -59.3% | -9.4% |
| 3Y | +152.9% | +43.4% | +109.5% | +79.9% |
| All | +152.9% | +40.0% | +112.9% | +79.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling