-50.3%
CCI vs AEIS
+238.7%
-289.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -1.0% |
| 7D | -0.3% | +6.5% | -6.7% | -0.6% |
| 30D | +2.1% | -9.2% | +11.3% | +2.6% |
| 3M | -17.8% | -8.3% | -9.5% | -18.1% |
| 6M | -14.2% | -6.3% | -7.8% | -15.2% |
| YTD | -13.3% | +36.5% | -49.8% | -18.2% |
| 1Y | -16.6% | +84.8% | -101.4% | -24.4% |
| 3Y | -10.8% | +176.6% | -187.4% | -26.7% |
| 5Y | -50.3% | +237.1% | -287.4% | -62.2% |
| All | -50.3% | +238.7% | -289.1% | -62.2% |
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