+111.0%
AEIS vs FIVE
+14.2%
+96.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.4% | +6.5% | +6.3% |
| 7D | -11.3% | -0.3% | -11.0% | -11.4% |
| 30D | -32.6% | +17.7% | -50.2% | -36.6% |
| 3M | -39.2% | +4.0% | -43.1% | -40.7% |
| 6M | -45.4% | +2.6% | -48.0% | -47.0% |
| YTD | -5.8% | +27.6% | -33.4% | -15.7% |
| 1Y | -10.0% | +59.9% | -69.9% | -25.9% |
| 3Y | +121.2% | +35.8% | +85.4% | +77.5% |
| All | +111.0% | +14.2% | +96.8% | +66.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling