-9.6%
CDNS vs AEIS
-35.1%
+25.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.5% | -5.2% | -1.7% |
| 7D | -0.1% | +9.5% | -9.6% | -2.4% |
| 30D | -5.5% | -17.5% | +12.0% | -2.6% |
| 3M | +0.5% | -29.3% | +29.8% | +5.8% |
| 6M | -9.6% | -34.7% | +25.1% | -3.6% |
| All | -9.6% | -35.1% | +25.5% | -3.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling