+231.8%
AEIS vs CNI
+12.6%
+219.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.9% | +4.0% | +4.3% |
| 7D | +2.3% | -0.4% | +2.6% | +2.6% |
| 30D | -14.8% | -2.7% | -12.1% | -13.2% |
| 3M | -15.6% | +3.9% | -19.5% | -18.5% |
| 6M | -8.7% | +16.4% | -25.1% | -19.2% |
| YTD | +37.3% | +25.8% | +11.5% | +14.7% |
| 1Y | +80.3% | +32.4% | +47.9% | +44.1% |
| 3Y | +177.9% | +19.1% | +158.9% | +137.5% |
| All | +231.8% | +12.6% | +219.1% | +182.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling