+2,766.8%
AEIS vs CASY
+8,749.6%
-5,982.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.3% |
| 3M | -12.4% | -0.6% | -11.8% | -14.4% |
| 6M | -15.0% | +10.7% | -25.7% | -20.7% |
| YTD | +34.3% | +37.1% | -2.8% | +13.7% |
| 1Y | +87.4% | +52.3% | +35.1% | +50.5% |
| 3Y | +139.8% | +215.2% | -75.4% | +35.3% |
| 5Y | +220.7% | +276.5% | -55.8% | +64.8% |
| 10Y | +531.6% | +508.4% | +23.2% | +149.1% |
| All | +2,766.8% | +8,749.6% | -5,982.8% | +202.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling