+2,189.1%
AEIS vs CPAY
+1,524.4%
+664.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | +6.5% | -2.5% | +8.9% | +7.8% |
| 30D | -9.2% | +1.3% | -10.5% | -10.1% |
| 3M | -8.3% | +13.5% | -21.8% | -15.8% |
| 6M | -6.3% | +24.7% | -31.1% | -19.3% |
| YTD | +36.5% | +34.9% | +1.6% | +11.0% |
| 1Y | +84.8% | +29.7% | +55.1% | +52.1% |
| 3Y | +176.6% | +49.4% | +127.2% | +107.9% |
| 5Y | +237.1% | +53.5% | +183.6% | +144.6% |
| 10Y | +554.7% | +152.5% | +402.2% | +266.7% |
| All | +2,189.1% | +1,524.4% | +664.7% | +416.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling