+237.1%
AEIS vs CLBK
+41.8%
+195.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.6% |
| 7D | +6.5% | -1.5% | +7.9% | +7.1% |
| 30D | -9.2% | +6.7% | -15.9% | -11.5% |
| 3M | -8.3% | +21.2% | -29.5% | -15.5% |
| 6M | -6.3% | +42.0% | -48.3% | -19.2% |
| YTD | +36.5% | +63.3% | -26.8% | +10.7% |
| 1Y | +84.8% | +65.4% | +19.4% | +48.5% |
| 3Y | +176.6% | +52.5% | +124.1% | +126.4% |
| 5Y | +237.1% | +42.0% | +195.1% | +158.5% |
| All | +237.1% | +41.8% | +195.3% | +158.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling