+3,442.5%
CAH vs AEIS
+2,566.8%
+875.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -0.8% |
| 7D | +5.4% | +3.0% | +2.4% | +5.1% |
| 30D | +3.3% | -14.6% | +18.0% | +4.7% |
| 3M | +22.8% | -12.4% | +35.2% | +23.2% |
| 6M | +11.3% | -15.0% | +26.2% | +11.4% |
| YTD | +21.1% | +34.3% | -13.2% | +15.9% |
| 1Y | +67.2% | +87.4% | -20.1% | +54.4% |
| 3Y | +195.6% | +139.8% | +55.9% | +161.9% |
| 5Y | +413.8% | +220.7% | +193.1% | +337.5% |
| 10Y | +309.6% | +531.6% | -222.0% | +217.6% |
| All | +3,442.5% | +2,566.8% | +875.7% | +2,047.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling