+219.9%
AEIS vs FIVE
+31.2%
+188.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.1% | -2.7% | +0.6% |
| 7D | +3.0% | +4.3% | -1.3% | +1.4% |
| 30D | -14.6% | +12.5% | -27.2% | -18.7% |
| 3M | -12.4% | +31.2% | -43.7% | -21.3% |
| 6M | -15.0% | +14.4% | -29.3% | -20.3% |
| YTD | +34.3% | +33.9% | +0.4% | +18.8% |
| 1Y | +87.4% | +65.1% | +22.3% | +53.1% |
| 3Y | +139.8% | +49.0% | +90.8% | +86.2% |
| All | +219.9% | +31.2% | +188.7% | +143.4% |
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 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