-35.2%
AEIS vs CAI
+43.5%
-78.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.8% | -0.1% | -3.5% |
| 7D | +11.5% | -8.7% | +20.2% | +12.7% |
| 30D | -15.8% | -23.8% | +8.1% | -11.7% |
| 3M | -33.3% | +3.9% | -37.2% | -30.1% |
| 6M | -35.2% | +56.8% | -92.0% | -35.7% |
| All | -35.2% | +43.5% | -78.7% | -35.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling