+2,624.9%
CDNS vs AEIS
+2,098.8%
+526.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.5% | -5.2% | -1.9% |
| 7D | -0.1% | +9.5% | -9.6% | -2.6% |
| 30D | -5.5% | -17.5% | +12.0% | -1.5% |
| 3M | +0.5% | -29.3% | +29.8% | +8.5% |
| 6M | -9.6% | -34.7% | +25.1% | -2.2% |
| YTD | +5.3% | +10.7% | -5.4% | -2.5% |
| 1Y | +3.4% | +7.4% | -4.0% | -3.6% |
| 3Y | +25.9% | +161.1% | -135.2% | -8.8% |
| 5Y | +85.8% | +150.7% | -64.9% | +35.1% |
| 10Y | +1,199.9% | +360.8% | +839.0% | +666.2% |
| All | +2,624.9% | +2,098.8% | +526.1% | +651.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling