+146.5%
AEIS vs FIVE
+16.7%
+129.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.8% | -3.9% |
| 7D | +11.5% | +2.7% | +8.9% | +10.6% |
| 30D | -15.8% | +12.7% | -28.4% | -19.4% |
| 3M | -33.3% | +2.1% | -35.4% | -34.4% |
| 6M | -35.2% | +17.5% | -52.7% | -40.1% |
| YTD | +5.0% | +31.0% | -25.9% | -6.8% |
| 1Y | +8.5% | +67.7% | -59.3% | -12.2% |
| 3Y | +152.9% | +43.4% | +109.5% | +98.7% |
| All | +146.5% | +16.7% | +129.8% | +95.6% |
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