+1,166.2%
CDNS vs AEIS
+332.3%
+833.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.0% | +0.9% | -1.6% |
| 7D | +1.0% | +11.5% | -10.5% | -3.3% |
| 30D | -2.0% | -15.8% | +13.8% | +3.3% |
| 3M | -0.2% | -33.3% | +33.1% | +13.9% |
| 6M | -8.9% | -35.2% | +26.3% | +1.8% |
| YTD | +3.3% | +5.0% | -1.7% | -8.6% |
| 1Y | +2.2% | +8.5% | -6.3% | -11.0% |
| 3Y | +22.4% | +152.9% | -130.5% | -29.5% |
| 5Y | +78.0% | +144.6% | -66.6% | +1.4% |
| All | +1,166.2% | +332.3% | +833.9% | +360.0% |
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