+8.6%
AEIS vs CLBK
+65.7%
-57.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +0.9% | -12.1% | -11.3% |
| 7D | -12.7% | +4.6% | -17.3% | -13.5% |
| 30D | -28.8% | -1.5% | -27.3% | -28.4% |
| 3M | -38.0% | +4.4% | -42.4% | -38.5% |
| 6M | -45.3% | +31.7% | -77.0% | -50.2% |
| YTD | +1.1% | +58.7% | -57.6% | -17.7% |
| 1Y | +8.6% | +64.9% | -56.2% | -16.4% |
| All | +8.6% | +65.7% | -57.1% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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