+54.1%
CCL vs AEIS
+173.5%
-119.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.8% | -4.1% | -2.4% |
| 7D | -0.1% | +8.1% | -8.3% | -3.3% |
| 30D | -20.0% | -11.1% | -8.8% | -16.7% |
| 3M | -13.7% | -5.6% | -8.0% | -15.3% |
| 6M | -9.0% | -0.6% | -8.4% | -14.6% |
| YTD | -22.8% | +38.0% | -60.8% | -39.6% |
| 1Y | -25.3% | +87.2% | -112.5% | -51.6% |
| 3Y | +54.1% | +179.7% | -125.6% | -26.6% |
| All | +54.1% | +173.5% | -119.5% | -26.6% |
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 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