+123.2%
AEIS vs CAI
-9.9%
+133.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.2% | +3.7% | +4.8% |
| 7D | +2.3% | -2.9% | +5.2% | +2.5% |
| 30D | -14.8% | +9.3% | -24.2% | -15.6% |
| 3M | -15.6% | +35.2% | -50.8% | -18.6% |
| 6M | -8.7% | +30.7% | -39.4% | -12.4% |
| YTD | +37.3% | -9.8% | +47.1% | +35.5% |
| 1Y | +80.3% | -28.9% | +109.2% | +80.7% |
| All | +123.2% | -9.9% | +133.1% | +120.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling