+251.7%
CB vs AEIS
+332.3%
-80.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.0% | +5.0% | +1.5% |
| 7D | +2.9% | +11.5% | -8.6% | +1.6% |
| 30D | +7.3% | -15.8% | +23.1% | +8.7% |
| 3M | +9.4% | -33.3% | +42.7% | +13.6% |
| 6M | +19.6% | -35.2% | +54.8% | +22.8% |
| YTD | +21.5% | +5.0% | +16.5% | +14.3% |
| 1Y | +28.0% | +8.5% | +19.5% | +19.7% |
| 3Y | +74.9% | +152.9% | -78.0% | +34.3% |
| 5Y | +108.1% | +144.6% | -36.5% | +55.9% |
| All | +251.7% | +332.3% | -80.7% | +119.5% |
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