+2,867.1%
CAKE vs AEIS
+2,498.8%
+368.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.1% | +1.8% | -1.6% |
| 7D | -5.6% | -0.2% | -5.4% | -5.6% |
| 30D | -10.5% | -16.4% | +5.9% | -7.8% |
| 3M | +43.6% | -11.1% | +54.8% | +44.2% |
| 6M | +63.0% | -12.0% | +75.1% | +62.3% |
| YTD | +102.9% | +30.9% | +72.0% | +86.8% |
| 1Y | +75.6% | +74.3% | +1.3% | +52.2% |
| 3Y | +257.7% | +165.2% | +92.5% | +182.6% |
| 5Y | +156.0% | +220.0% | -64.0% | +94.5% |
| 10Y | +150.5% | +527.7% | -377.1% | +62.7% |
| All | +2,867.1% | +2,498.8% | +368.2% | +1,057.6% |
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