+406.7%
CAH vs AEIS
+233.3%
+173.4%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | -0.1% |
| 7D | -2.2% | +6.5% | -8.7% | -2.6% |
| 30D | +1.2% | -9.2% | +10.4% | +1.6% |
| 3M | +13.1% | -8.3% | +21.4% | +12.9% |
| 6M | +8.5% | -6.3% | +14.8% | +7.6% |
| YTD | +17.6% | +36.5% | -18.9% | +13.0% |
| 1Y | +60.7% | +84.8% | -24.1% | +50.0% |
| 3Y | +183.2% | +176.6% | +6.6% | +149.1% |
| All | +406.7% | +233.3% | +173.4% | +318.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling