-34.0%
CCL vs AEIS
+332.3%
-366.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.6% | +1.7% |
| 7D | -1.2% | +11.5% | -12.7% | -7.0% |
| 30D | +13.1% | -15.8% | +28.9% | +19.9% |
| 3M | +3.4% | -33.3% | +36.7% | +22.1% |
| 6M | +18.7% | -35.2% | +53.9% | +34.9% |
| YTD | -2.3% | +5.0% | -7.3% | -19.1% |
| 1Y | +14.2% | +8.5% | +5.7% | -7.7% |
| 3Y | +133.6% | +152.9% | -19.3% | +4.6% |
| 5Y | +33.5% | +144.6% | -111.1% | -38.4% |
| All | -34.0% | +332.3% | -366.4% | -81.0% |
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