-43.4%
CCL vs AEIS
+531.1%
-574.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.1% | +1.2% |
| 7D | -4.3% | -0.2% | -4.1% | -4.3% |
| 30D | -19.0% | -16.4% | -2.6% | -11.7% |
| 3M | -13.1% | -11.1% | -1.9% | -12.6% |
| 6M | -13.3% | -12.0% | -1.3% | -14.1% |
| YTD | -25.2% | +30.9% | -56.1% | -42.6% |
| 1Y | -27.2% | +74.3% | -101.5% | -54.1% |
| 3Y | +49.2% | +165.2% | -116.0% | -30.7% |
| 5Y | +0.4% | +220.0% | -219.7% | -58.0% |
| All | -43.4% | +531.1% | -574.4% | -84.2% |
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 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