+29.1%
CAVA vs AEIS
+169.5%
-140.4%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.1% | -4.9% | -5.7% |
| 7D | -8.5% | +6.5% | -15.0% | -10.5% |
| 30D | -8.2% | -9.2% | +0.9% | -5.8% |
| 3M | -25.9% | -8.3% | -17.6% | -26.5% |
| 6M | -30.9% | -6.3% | -24.6% | -33.9% |
| YTD | -3.7% | +36.5% | -40.2% | -24.0% |
| 1Y | -13.4% | +84.8% | -98.2% | -42.9% |
| 3Y | +44.2% | +176.6% | -132.4% | -28.9% |
| All | +29.1% | +169.5% | -140.4% | -36.0% |
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