+39.8%
CAPR vs AEIS
+87.5%
-47.6%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.8% | -6.4% | -4.4% |
| 7D | -9.5% | +8.1% | -17.6% | -11.5% |
| 30D | +121.5% | -11.1% | +132.7% | +128.7% |
| 3M | -65.4% | -5.6% | -59.7% | -63.8% |
| 6M | -67.5% | -0.6% | -66.9% | -66.7% |
| YTD | -68.6% | +38.0% | -106.6% | -71.3% |
| All | +39.8% | +87.5% | -47.6% | +10.1% |
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 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