+151.5%
CAKE vs AEIS
+562.2%
-410.7%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.9% | -3.4% | 0.0% |
| 7D | -4.5% | +2.3% | -6.8% | -5.2% |
| 30D | -12.4% | -14.8% | +2.4% | -8.6% |
| 3M | +37.3% | -15.6% | +52.9% | +40.1% |
| 6M | +70.7% | -8.7% | +79.4% | +66.1% |
| YTD | +106.0% | +37.3% | +68.7% | +71.8% |
| 1Y | +79.7% | +80.3% | -0.7% | +33.7% |
| 3Y | +267.8% | +177.9% | +89.8% | +124.9% |
| 5Y | +159.9% | +235.8% | -75.9% | +45.2% |
| All | +151.5% | +562.2% | -410.7% | +7.1% |
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 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