-97.8%
CAPR vs AEIS
+1,063.3%
-1,161.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +11.3% | -1.9% | +6.5% |
| 7D | +36.0% | +1.0% | +35.1% | +35.2% |
| 30D | +25.8% | -24.0% | +49.8% | +33.8% |
| 3M | +140.8% | -32.5% | +173.3% | +162.5% |
| 6M | -67.6% | -38.6% | -29.0% | -64.1% |
| YTD | -65.9% | +4.8% | -70.7% | -67.8% |
| 1Y | +66.1% | +1.3% | +64.8% | +57.8% |
| 3Y | +256.9% | +159.2% | +97.7% | +160.2% |
| 5Y | +172.1% | +140.8% | +31.3% | +97.9% |
| 10Y | -64.7% | +349.8% | -414.5% | -78.0% |
| All | -97.8% | +1,063.3% | -1,161.1% | -99.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling