+547.2%
AEIS vs CASY
+549.1%
-1.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.0% | +5.8% | +3.9% |
| 7D | +8.1% | -4.4% | +12.5% | +9.9% |
| 30D | -11.1% | -12.0% | +0.9% | -6.9% |
| 3M | -5.6% | -2.3% | -3.3% | -7.2% |
| 6M | -0.6% | +10.5% | -11.2% | -7.3% |
| YTD | +38.0% | +33.0% | +5.0% | +19.2% |
| 1Y | +87.2% | +41.1% | +46.1% | +56.7% |
| 3Y | +179.7% | +207.5% | -27.8% | +62.0% |
| 5Y | +241.7% | +290.7% | -49.0% | +74.8% |
| 10Y | +547.2% | +556.5% | -9.3% | +168.8% |
| All | +547.2% | +549.1% | -1.9% | +168.8% |
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