+92.6%
CAPR vs AEIS
+219.5%
-126.9%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.1% | +0.5% |
| 7D | -2.0% | +3.0% | -4.9% | -3.1% |
| 30D | +139.2% | -14.6% | +153.8% | +152.3% |
| 3M | -66.4% | -12.4% | -53.9% | -65.0% |
| 6M | -63.1% | -15.0% | -48.2% | -61.9% |
| YTD | -67.4% | +34.3% | -101.7% | -72.3% |
| 1Y | +58.2% | +87.4% | -29.1% | +17.3% |
| 3Y | +42.2% | +139.8% | -97.6% | -7.2% |
| All | +92.6% | +219.5% | -126.9% | +4.2% |
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