+73.5%
CART vs AEIS
+116.4%
-42.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.1% |
| 7D | +0.3% | -6.9% | +7.2% | +0.6% |
| 30D | +22.4% | -23.2% | +45.6% | +24.1% |
| 3M | +15.6% | -29.5% | +45.1% | +17.7% |
| 6M | +44.9% | -37.9% | +82.8% | +48.4% |
| YTD | +30.0% | +6.0% | +24.0% | +17.4% |
| 1Y | +56.6% | +1.2% | +55.4% | +42.7% |
| 3Y | +131.9% | +150.0% | -18.0% | +52.8% |
| All | +73.5% | +116.4% | -42.9% | +18.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling