-14.0%
CDW vs AEIS
+85.4%
-99.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.5% |
| 7D | -4.2% | +6.5% | -10.7% | -4.2% |
| 30D | +4.9% | -9.2% | +14.0% | +4.7% |
| 3M | +7.3% | -8.3% | +15.6% | +7.1% |
| 6M | +19.2% | -6.3% | +25.5% | +17.1% |
| YTD | +6.2% | +36.5% | -30.3% | -3.3% |
| 1Y | -14.0% | +84.8% | -98.8% | -22.7% |
| All | -14.0% | +85.4% | -99.4% | -22.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling