+11.7%
CCI vs AEIS
+148.8%
-137.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.0% | +5.2% | +1.1% |
| 7D | +2.5% | +11.5% | -9.0% | +2.9% |
| 30D | +14.4% | -15.8% | +30.2% | +14.1% |
| 3M | +21.7% | -33.3% | +55.0% | +20.7% |
| 6M | +4.0% | -35.2% | +39.2% | +3.5% |
| YTD | +6.2% | +5.0% | +1.2% | +5.1% |
| 1Y | +5.4% | +8.5% | -3.1% | +4.3% |
| 3Y | +11.7% | +152.9% | -141.2% | -1.7% |
| All | +11.7% | +148.8% | -137.1% | -1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling