+56.1%
CDE vs AEIS
+562.2%
-506.1%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.9% | -3.8% | -1.0% |
| 7D | -3.1% | +2.3% | -5.4% | -4.2% |
| 30D | +9.5% | -14.8% | +24.3% | +16.5% |
| 3M | +25.5% | -15.6% | +41.1% | +31.2% |
| 6M | -7.9% | -8.7% | +0.8% | -7.5% |
| YTD | +15.6% | +37.3% | -21.8% | -3.6% |
| 1Y | +34.0% | +80.3% | -46.3% | -1.7% |
| 3Y | +791.9% | +177.9% | +614.0% | +423.1% |
| 5Y | +197.7% | +235.8% | -38.1% | +55.3% |
| All | +56.1% | +562.2% | -506.1% | -42.0% |
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