+164.9%
AEIS vs CPAY
+49.2%
+115.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.6% | -4.7% | -4.3% |
| 7D | -0.2% | -2.7% | +2.5% | +0.8% |
| 30D | -16.4% | +0.6% | -17.0% | -16.8% |
| 3M | -11.1% | +17.0% | -28.2% | -17.8% |
| 6M | -12.0% | +24.1% | -36.2% | -21.7% |
| YTD | +30.9% | +35.7% | -4.9% | +9.2% |
| 1Y | +74.3% | +34.0% | +40.3% | +45.6% |
| All | +164.9% | +49.2% | +115.7% | +95.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 3y: compounded portfolio wealth divided by compounded CPAY 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…
3y analysis · Full analysis span regression · 6 months rolling