+349.8%
AEIS vs CASY
+551.3%
-201.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +0.7% | +10.7% | +11.1% |
| 7D | +1.0% | +3.6% | -2.6% | -0.4% |
| 30D | -24.0% | +7.2% | -31.2% | -26.4% |
| 3M | -32.5% | -16.9% | -15.6% | -28.7% |
| 6M | -38.6% | -19.3% | -19.2% | -35.5% |
| YTD | +4.8% | +25.6% | -20.8% | -8.7% |
| 1Y | +1.3% | +30.2% | -28.8% | -13.3% |
| 3Y | +159.2% | +154.9% | +4.4% | +61.4% |
| 5Y | +140.8% | +252.1% | -111.3% | +27.3% |
| 10Y | +349.8% | +535.8% | -186.1% | +93.2% |
| All | +349.8% | +551.3% | -201.5% | +93.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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