+219.9%
AEIS vs CASY
+276.6%
-56.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -11.4% |
| 3M | -12.4% | -0.6% | -11.8% | -14.3% |
| 6M | -15.0% | +10.7% | -25.7% | -20.3% |
| YTD | +34.3% | +37.1% | -2.8% | +15.7% |
| 1Y | +87.4% | +52.3% | +35.1% | +53.7% |
| 3Y | +139.8% | +215.2% | -75.4% | +39.6% |
| All | +219.9% | +276.6% | -56.7% | +65.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling