+412.0%
AU vs FIVE
+19.0%
+392.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.9% |
| 7D | +4.7% | -0.5% | +5.2% | +4.7% |
| 30D | -1.5% | +17.4% | -18.9% | -3.0% |
| 3M | -5.0% | +7.0% | -12.0% | -5.7% |
| 6M | -13.5% | +20.5% | -34.0% | -15.2% |
| YTD | +11.7% | +33.1% | -21.4% | +8.6% |
| 1Y | +21.3% | +67.1% | -45.8% | +15.8% |
| 3Y | +545.0% | +41.9% | +503.1% | +525.8% |
| 5Y | +412.0% | +21.1% | +390.9% | +360.8% |
| All | +412.0% | +19.0% | +392.9% | +360.8% |
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