+14.9%
CART vs AEIS
+93.3%
-78.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.7% | -1.0% |
| 7D | +1.0% | +3.0% | -1.9% | +1.4% |
| 30D | +12.6% | -14.6% | +27.3% | +11.1% |
| 3M | +23.1% | -12.4% | +35.6% | +22.4% |
| 6M | +39.5% | -15.0% | +54.5% | +39.2% |
| YTD | +13.5% | +34.3% | -20.8% | +13.1% |
| 1Y | +14.9% | +87.4% | -72.5% | +11.4% |
| All | +14.9% | +93.3% | -78.5% | +11.4% |
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