+47.2%
CAPR vs AEIS
+6.2%
+40.9%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -11.1% | +19.4% | +10.7% |
| 7D | +43.2% | -12.7% | +55.9% | +46.9% |
| 30D | +14.7% | -28.8% | +43.5% | +23.0% |
| 3M | +113.9% | -38.0% | +151.9% | +137.2% |
| 6M | -73.4% | -45.3% | -28.1% | -68.5% |
| YTD | -69.1% | +1.1% | -70.2% | -69.0% |
| 1Y | +47.2% | +8.6% | +38.6% | +44.5% |
| All | +47.2% | +6.2% | +40.9% | +44.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling