+8.6%
AEIS vs CAI
+12.6%
-3.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +1.1% | -12.3% | -11.2% |
| 7D | -12.7% | -6.3% | -6.4% | -12.3% |
| 30D | -28.8% | +9.3% | -38.1% | -29.1% |
| 3M | -38.0% | +106.3% | -144.3% | -42.2% |
| 6M | -45.3% | +77.7% | -123.0% | -48.2% |
| YTD | +1.1% | +23.1% | -22.0% | -3.2% |
| 1Y | +8.6% | +6.5% | +2.1% | +3.3% |
| All | +8.6% | +12.6% | -3.9% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling