-15.0%
AEIS vs FIVE
+12.1%
-27.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.1% | -2.7% | +1.0% |
| 7D | +3.0% | +4.3% | -1.3% | +1.8% |
| 30D | -14.6% | +12.5% | -27.2% | -18.4% |
| 3M | -12.4% | +31.2% | -43.7% | -20.5% |
| 6M | -15.0% | +14.4% | -29.3% | -21.4% |
| All | -15.0% | +12.1% | -27.1% | -21.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling