+148.0%
AEIS vs CASY
+215.7%
-67.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.5% |
| 7D | +3.0% | +0.1% | +2.9% | +2.9% |
| 30D | -14.6% | -11.3% | -3.3% | -12.1% |
| 3M | -12.4% | -0.6% | -11.8% | -14.1% |
| 6M | -15.0% | +10.7% | -25.7% | -19.6% |
| YTD | +34.3% | +37.1% | -2.8% | +18.5% |
| 1Y | +87.4% | +52.3% | +35.1% | +58.5% |
| All | +148.0% | +215.7% | -67.7% | +68.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling