+172.1%
CAPR vs AEIS
+144.8%
+27.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +11.3% | -1.9% | +5.7% |
| 7D | +36.0% | +1.0% | +35.1% | +34.7% |
| 30D | +25.8% | -24.0% | +49.8% | +36.0% |
| 3M | +140.8% | -32.5% | +173.3% | +168.9% |
| 6M | -67.6% | -38.6% | -29.0% | -62.8% |
| YTD | -65.9% | +4.8% | -70.7% | -69.3% |
| 1Y | +66.1% | +1.3% | +64.8% | +51.2% |
| 3Y | +256.9% | +159.2% | +97.7% | +117.4% |
| 5Y | +172.1% | +140.8% | +31.3% | +56.3% |
| All | +172.1% | +144.8% | +27.3% | +56.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling