+364.5%
AEIS vs CLBK
+67.9%
+296.6%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | +3.0% | +1.2% | +1.8% | +2.3% |
| 30D | -14.6% | +9.1% | -23.8% | -18.8% |
| 3M | -12.4% | +27.7% | -40.1% | -24.4% |
| 6M | -15.0% | +40.8% | -55.8% | -30.8% |
| YTD | +34.3% | +66.4% | -32.1% | -1.5% |
| 1Y | +87.4% | +72.4% | +15.0% | +33.7% |
| 3Y | +139.8% | +50.7% | +89.1% | +80.3% |
| 5Y | +220.7% | +42.9% | +177.8% | +119.7% |
| All | +364.5% | +67.9% | +296.6% | +177.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling