+5,437.6%
CB vs AEIS
+1,770.4%
+3,667.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.1% | -7.9% | -2.5% |
| 7D | +0.2% | -11.3% | +11.5% | +1.4% |
| 30D | +9.1% | -32.6% | +41.6% | +13.6% |
| 3M | +3.4% | -39.2% | +42.6% | +8.7% |
| 6M | +14.1% | -45.4% | +59.5% | +19.8% |
| YTD | +18.0% | -5.8% | +23.8% | +14.5% |
| 1Y | +30.1% | -10.0% | +40.1% | +26.8% |
| 3Y | +71.8% | +121.2% | -49.4% | +44.6% |
| 5Y | +101.8% | +110.6% | -8.8% | +68.1% |
| 10Y | +252.1% | +326.6% | -74.5% | +154.8% |
| All | +5,437.6% | +1,770.4% | +3,667.2% | +2,571.5% |
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 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