+2,322.3%
CDNS vs AEIS
+2,566.8%
-244.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.4% | -6.4% | -4.6% |
| 7D | -14.0% | +3.0% | -17.0% | -14.7% |
| 30D | -13.2% | -14.6% | +1.5% | -9.8% |
| 3M | -28.9% | -12.4% | -16.5% | -27.8% |
| 6M | -4.2% | -15.0% | +10.8% | -3.3% |
| YTD | -6.4% | +34.3% | -40.7% | -16.7% |
| 1Y | -16.2% | +87.4% | -103.6% | -32.2% |
| 3Y | +20.2% | +139.8% | -119.6% | -10.4% |
| 5Y | +76.6% | +220.7% | -144.1% | +21.6% |
| 10Y | +1,029.7% | +531.6% | +498.1% | +521.5% |
| All | +2,322.3% | +2,566.8% | -244.5% | +542.4% |
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