+8.5%
AEIS vs CLBK
+63.8%
-55.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.4% | -3.9% |
| 7D | +11.5% | +0.9% | +10.6% | +11.4% |
| 30D | -15.8% | +3.4% | -19.2% | -16.0% |
| 3M | -33.3% | -4.3% | -29.0% | -32.6% |
| 6M | -35.2% | +28.4% | -63.5% | -38.6% |
| YTD | +5.0% | +59.4% | -54.4% | -8.1% |
| 1Y | +8.5% | +64.8% | -56.3% | -6.1% |
| All | +8.5% | +63.8% | -55.4% | -6.1% |
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