+103.2%
CB vs AEIS
+109.5%
-6.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.1% | -7.9% | -1.8% |
| 7D | +0.2% | -11.3% | +11.5% | +0.3% |
| 30D | +9.1% | -32.6% | +41.6% | +9.3% |
| 3M | +3.4% | -39.2% | +42.6% | +3.7% |
| 6M | +14.1% | -45.4% | +59.5% | +14.6% |
| YTD | +18.0% | -5.8% | +23.8% | +14.9% |
| 1Y | +30.1% | -10.0% | +40.1% | +27.0% |
| 3Y | +71.8% | +121.2% | -49.4% | +51.1% |
| All | +103.2% | +109.5% | -6.4% | +73.3% |
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