+71.5%
CDNS vs AEIS
+238.7%
-167.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.6% |
| 7D | -7.2% | +6.5% | -13.7% | -9.5% |
| 30D | -14.3% | -9.2% | -5.1% | -11.7% |
| 3M | -27.2% | -8.3% | -18.8% | -27.5% |
| 6M | -4.5% | -6.3% | +1.8% | -8.2% |
| YTD | -9.0% | +36.5% | -45.5% | -27.7% |
| 1Y | -21.3% | +84.8% | -106.1% | -47.3% |
| 3Y | +19.6% | +176.6% | -157.0% | -38.4% |
| 5Y | +71.5% | +237.1% | -165.6% | -25.6% |
| All | +71.5% | +238.7% | -167.2% | -25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling