+331.5%
CDW vs AEIS
+347.9%
-16.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.1% | +1.8% | +2.6% |
| 7D | +13.1% | -6.9% | +20.0% | +14.5% |
| 30D | +19.1% | -23.2% | +42.3% | +26.8% |
| 3M | +24.7% | -29.5% | +54.2% | +34.8% |
| 6M | +63.4% | -37.9% | +101.3% | +77.8% |
| YTD | +26.3% | +6.0% | +20.3% | +9.4% |
| 1Y | +20.6% | +1.2% | +19.3% | +6.0% |
| 3Y | -16.3% | +150.0% | -166.3% | -50.1% |
| 5Y | -3.9% | +141.9% | -145.8% | -43.7% |
| 10Y | +331.5% | +356.2% | -24.7% | +72.7% |
| All | +331.5% | +347.9% | -16.4% | +72.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling