+287.5%
CAH vs AEIS
+562.2%
-274.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.9% | -5.5% | -1.3% |
| 7D | -5.1% | +2.3% | -7.4% | -5.4% |
| 30D | +0.2% | -14.8% | +15.0% | +2.2% |
| 3M | +6.3% | -15.6% | +21.9% | +7.4% |
| 6M | +9.4% | -8.7% | +18.1% | +8.1% |
| YTD | +15.0% | +37.3% | -22.4% | +5.7% |
| 1Y | +55.4% | +80.3% | -24.9% | +35.5% |
| 3Y | +173.8% | +177.9% | -4.1% | +113.1% |
| 5Y | +395.2% | +235.8% | +159.4% | +259.0% |
| All | +287.5% | +562.2% | -274.7% | +94.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 10y: compounded portfolio wealth divided by compounded AEIS 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…
10y analysis · Full analysis span regression · 6 months rolling