-9.2%
CCI vs AEIS
+175.1%
-184.3%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.6% | +0.2% |
| 7D | +0.2% | +8.1% | -8.0% | +0.3% |
| 30D | +0.5% | -11.1% | +11.6% | +0.4% |
| 3M | -16.3% | -5.6% | -10.6% | -16.4% |
| 6M | -13.9% | -0.6% | -13.3% | -14.4% |
| YTD | -12.4% | +38.0% | -50.5% | -13.9% |
| 1Y | -15.2% | +87.2% | -102.4% | -17.3% |
| All | -9.2% | +175.1% | -184.3% | -17.9% |
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 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