+285.9%
CCL vs AEIS
+2,072.0%
-1,786.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.2% | -3.2% | -4.1% |
| 7D | -0.3% | +23.2% | -23.6% | -5.0% |
| 30D | +10.3% | -17.0% | +27.3% | +13.8% |
| 3M | +6.6% | -32.2% | +38.7% | +14.4% |
| 6M | +20.0% | -32.6% | +52.6% | +26.9% |
| YTD | -1.9% | +9.4% | -11.3% | -7.6% |
| 1Y | +10.4% | +7.7% | +2.8% | +4.2% |
| 3Y | +134.8% | +157.9% | -23.1% | +80.8% |
| 5Y | +34.0% | +154.8% | -120.8% | +5.2% |
| 10Y | -32.5% | +355.2% | -387.8% | -52.4% |
| All | +285.9% | +2,072.0% | -1,786.1% | +77.7% |
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