+551.6%
AEIS vs FIVN
+118.5%
+433.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.4% | +3.6% | +4.6% |
| 7D | +2.3% | -7.8% | +10.1% | +4.2% |
| 30D | -14.8% | -1.7% | -13.1% | -14.9% |
| 3M | -15.6% | +47.2% | -62.8% | -25.6% |
| 6M | -8.7% | +82.7% | -91.4% | -27.0% |
| YTD | +37.3% | +52.9% | -15.6% | +14.1% |
| 1Y | +80.3% | +17.5% | +62.9% | +61.3% |
| 3Y | +177.9% | -55.8% | +233.8% | +214.5% |
| 5Y | +235.8% | -82.3% | +318.2% | +361.5% |
| All | +551.6% | +118.5% | +433.1% | +294.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 10y: compounded portfolio wealth divided by compounded FIVN 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…
10y analysis · Full analysis span regression · 6 months rolling