+16.8%
CDNS vs AEIS
+175.1%
-158.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.8% | -5.7% | -3.8% |
| 7D | -9.2% | +8.1% | -17.4% | -11.5% |
| 30D | -16.3% | -11.1% | -5.1% | -13.6% |
| 3M | -27.9% | -5.6% | -22.3% | -28.9% |
| 6M | -4.3% | -0.6% | -3.7% | -9.6% |
| YTD | -9.1% | +38.0% | -47.1% | -25.9% |
| 1Y | -21.2% | +87.2% | -108.5% | -45.0% |
| All | +16.8% | +175.1% | -158.3% | -32.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling