+3.5%
CCL vs AEIS
+228.8%
-225.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.8% | -4.1% | -2.8% |
| 7D | -0.1% | +8.1% | -8.3% | -4.4% |
| 30D | -20.0% | -11.1% | -8.8% | -15.7% |
| 3M | -13.7% | -5.6% | -8.0% | -16.2% |
| 6M | -9.0% | -0.6% | -8.4% | -16.9% |
| YTD | -22.8% | +38.0% | -60.8% | -44.4% |
| 1Y | -25.3% | +87.2% | -112.5% | -57.8% |
| 3Y | +54.1% | +179.7% | -125.6% | -40.5% |
| 5Y | +3.5% | +241.7% | -238.3% | -67.3% |
| All | +3.5% | +228.8% | -225.3% | -67.3% |
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