+1,578.3%
AEIS vs FIVE
+822.5%
+755.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.4% | +6.5% | +6.2% |
| 7D | -11.3% | -0.3% | -11.0% | -11.4% |
| 30D | -32.6% | +17.7% | -50.2% | -36.4% |
| 3M | -39.2% | +4.0% | -43.1% | -40.6% |
| 6M | -45.4% | +2.6% | -48.0% | -46.9% |
| YTD | -5.8% | +27.6% | -33.4% | -15.0% |
| 1Y | -10.0% | +59.9% | -69.9% | -24.8% |
| 3Y | +121.2% | +35.8% | +85.4% | +80.1% |
| 5Y | +110.6% | +14.4% | +96.2% | +75.3% |
| 10Y | +326.6% | +576.1% | -249.5% | +126.9% |
| All | +1,578.3% | +822.5% | +755.9% | +739.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling