+231.8%
AEIS vs CPAY
+55.3%
+176.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.1% | +5.0% | +5.0% |
| 7D | +2.3% | -2.0% | +4.2% | +3.2% |
| 30D | -14.8% | -0.4% | -14.5% | -15.0% |
| 3M | -15.6% | +16.4% | -31.9% | -23.0% |
| 6M | -8.7% | +23.5% | -32.2% | -20.4% |
| YTD | +37.3% | +35.7% | +1.7% | +11.5% |
| 1Y | +80.3% | +30.2% | +50.2% | +49.0% |
| 3Y | +177.9% | +49.7% | +128.2% | +105.9% |
| All | +231.8% | +55.3% | +176.5% | +122.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling