+8.6%
AEIS vs CNI
+37.5%
-28.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +2.1% | -13.3% | -11.7% |
| 7D | -12.7% | +3.7% | -16.4% | -13.8% |
| 30D | -28.8% | +8.1% | -36.9% | -30.9% |
| 3M | -38.0% | +1.9% | -39.9% | -38.4% |
| 6M | -45.3% | +19.2% | -64.5% | -50.5% |
| YTD | +1.1% | +32.7% | -31.6% | -12.4% |
| 1Y | +8.6% | +37.0% | -28.4% | -7.3% |
| All | +8.6% | +37.5% | -28.9% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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