+1,910.6%
AEIS vs CASY
+7,956.2%
-6,045.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.3% | +6.4% | +6.2% |
| 7D | -11.3% | +1.1% | -12.4% | -11.9% |
| 30D | -32.6% | +8.7% | -41.3% | -35.5% |
| 3M | -39.2% | -17.3% | -21.8% | -35.3% |
| 6M | -45.4% | -19.7% | -25.6% | -42.4% |
| YTD | -5.8% | +24.8% | -30.6% | -18.3% |
| 1Y | -10.0% | +31.9% | -41.9% | -24.1% |
| 3Y | +121.2% | +155.4% | -34.2% | +35.3% |
| 5Y | +110.6% | +250.6% | -139.9% | +9.8% |
| 10Y | +326.6% | +556.8% | -230.2% | +60.0% |
| All | +1,910.6% | +7,956.2% | -6,045.5% | +116.8% |
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 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