+207.6%
CCL vs AEIS
+2,566.8%
-2,359.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | -0.4% |
| 7D | -5.0% | +3.0% | -8.0% | -5.7% |
| 30D | -20.3% | -14.6% | -5.7% | -17.7% |
| 3M | -15.1% | -12.4% | -2.7% | -14.1% |
| 6M | -15.1% | -15.0% | -0.1% | -13.8% |
| YTD | -21.8% | +34.3% | -56.1% | -28.7% |
| 1Y | -24.8% | +87.4% | -112.2% | -36.8% |
| 3Y | +51.9% | +139.8% | -87.9% | +20.1% |
| 5Y | +4.0% | +220.7% | -216.7% | -21.4% |
| 10Y | -42.2% | +531.6% | -573.8% | -61.4% |
| All | +207.6% | +2,566.8% | -2,359.2% | +37.1% |
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