+356.2%
AEIS vs CASY
+539.5%
-183.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.8% |
| 7D | -6.9% | +5.0% | -11.9% | -8.6% |
| 30D | -23.2% | +8.2% | -31.4% | -25.8% |
| 3M | -29.5% | -18.2% | -11.3% | -25.0% |
| 6M | -37.9% | -18.6% | -19.3% | -35.0% |
| YTD | +6.0% | +26.8% | -20.8% | -8.0% |
| 1Y | +1.2% | +31.6% | -30.4% | -13.7% |
| 3Y | +150.0% | +156.5% | -6.6% | +55.3% |
| 5Y | +141.9% | +258.6% | -116.8% | +26.9% |
| 10Y | +356.2% | +550.3% | -194.1% | +95.7% |
| All | +356.2% | +539.5% | -183.3% | +95.7% |
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