+895.8%
CCI vs AEIS
+2,731.4%
-1,835.6%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.4% | -4.3% | -2.4% |
| 7D | -0.4% | +3.0% | -3.4% | -1.1% |
| 30D | +2.7% | -14.6% | +17.3% | +5.9% |
| 3M | -18.2% | -12.4% | -5.8% | -18.1% |
| 6M | -14.8% | -15.0% | +0.2% | -15.3% |
| YTD | -12.6% | +34.3% | -46.9% | -22.5% |
| 1Y | -16.7% | +87.4% | -104.1% | -32.6% |
| 3Y | -10.5% | +139.8% | -150.3% | -35.0% |
| 5Y | -51.4% | +220.7% | -272.2% | -68.1% |
| 10Y | +20.0% | +531.6% | -511.6% | -41.8% |
| All | +895.8% | +2,731.4% | -1,835.6% | +32.6% |
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