+77.2%
CAPR vs AEIS
-2.1%
+79.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +11.3% | -1.9% | +6.6% |
| 7D | +36.0% | +1.0% | +35.1% | +34.8% |
| 30D | +25.8% | -24.0% | +49.8% | +33.0% |
| 3M | +140.8% | -32.5% | +173.3% | +162.0% |
| 6M | -67.6% | -38.6% | -29.0% | -62.3% |
| YTD | -65.9% | +4.8% | -70.7% | -70.8% |
| All | +77.2% | -2.1% | +79.2% | +60.3% |
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