+19.6%
CCI vs AEIS
+531.1%
-511.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.1% | +2.4% | -1.3% |
| 7D | -4.4% | -0.2% | -4.2% | -4.4% |
| 30D | +0.3% | -16.4% | +16.7% | +2.1% |
| 3M | -20.0% | -11.1% | -8.8% | -20.0% |
| 6M | -14.5% | -12.0% | -2.5% | -15.1% |
| YTD | -14.9% | +30.9% | -45.7% | -20.3% |
| 1Y | -17.7% | +74.3% | -92.0% | -26.4% |
| 3Y | -12.4% | +165.2% | -177.5% | -28.8% |
| 5Y | -50.1% | +220.0% | -270.2% | -61.5% |
| All | +19.6% | +531.1% | -511.5% | -24.9% |
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