+0.1%
AEIS vs CASY
+30.1%
-30.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +0.7% | +10.7% | +11.3% |
| 7D | +1.0% | +3.6% | -2.6% | +1.0% |
| 30D | -24.0% | +7.2% | -31.2% | -24.3% |
| 3M | -32.5% | -16.9% | -15.6% | -31.0% |
| 6M | -38.6% | -19.3% | -19.2% | -35.5% |
| YTD | +4.8% | +25.6% | -20.8% | -3.7% |
| All | +0.1% | +30.1% | -30.0% | -7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling