+4,756.6%
AEIS vs CNI
+6,494.7%
-1,738.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.6% |
| 7D | +6.5% | +0.9% | +5.6% | +5.8% |
| 30D | -9.2% | -2.1% | -7.1% | -7.8% |
| 3M | -8.3% | +1.8% | -10.2% | -10.3% |
| 6M | -6.3% | +14.8% | -21.1% | -16.2% |
| YTD | +36.5% | +25.4% | +11.1% | +14.5% |
| 1Y | +84.8% | +32.9% | +51.8% | +47.7% |
| 3Y | +176.6% | +20.2% | +156.4% | +136.3% |
| 5Y | +237.1% | +12.2% | +224.9% | +200.5% |
| 10Y | +554.7% | +136.0% | +418.7% | +247.5% |
| All | +4,756.6% | +6,494.7% | -1,738.0% | +313.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling