+179.7%
AEIS vs CLBK
+55.4%
+124.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.4% | +3.1% |
| 7D | +8.1% | +1.1% | +7.0% | +7.5% |
| 30D | -11.1% | +7.8% | -18.9% | -14.5% |
| 3M | -5.6% | +23.9% | -29.5% | -16.3% |
| 6M | -0.6% | +42.3% | -43.0% | -18.6% |
| YTD | +38.0% | +65.4% | -27.4% | +3.2% |
| 1Y | +87.2% | +70.3% | +16.9% | +36.6% |
| 3Y | +179.7% | +54.5% | +125.2% | +106.6% |
| All | +179.7% | +55.4% | +124.3% | +106.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling