+107.8%
CB vs AEIS
+142.3%
-34.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.0% | +5.0% | +1.1% |
| 7D | +2.9% | +11.5% | -8.6% | +2.9% |
| 30D | +7.3% | -15.8% | +23.1% | +7.4% |
| 3M | +9.4% | -33.3% | +42.7% | +9.8% |
| 6M | +19.6% | -35.2% | +54.8% | +19.9% |
| YTD | +21.5% | +5.0% | +16.5% | +18.2% |
| 1Y | +28.0% | +8.5% | +19.5% | +24.3% |
| 3Y | +74.9% | +152.9% | -78.0% | +53.1% |
| All | +107.8% | +142.3% | -34.5% | +75.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling