+352.6%
AEIS vs CLBK
+65.6%
+287.0%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.5% | -4.6% | -4.4% |
| 7D | -0.2% | -1.4% | +1.2% | +0.5% |
| 30D | -16.4% | +4.5% | -20.9% | -18.5% |
| 3M | -11.1% | +22.8% | -33.9% | -21.6% |
| 6M | -12.0% | +43.4% | -55.5% | -29.3% |
| YTD | +30.9% | +64.1% | -33.2% | -3.3% |
| 1Y | +74.3% | +67.6% | +6.8% | +26.4% |
| 3Y | +165.2% | +53.3% | +111.9% | +97.2% |
| 5Y | +220.0% | +44.8% | +175.2% | +115.5% |
| All | +352.6% | +65.6% | +287.0% | +172.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling