-17.4%
CDW vs AEIS
+152.4%
-169.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +11.3% | -6.5% | +3.1% |
| 7D | +9.3% | +1.0% | +8.3% | +8.4% |
| 30D | +15.8% | -24.0% | +39.8% | +20.0% |
| 3M | +21.8% | -32.5% | +54.3% | +28.0% |
| 6M | +58.8% | -38.6% | +97.3% | +67.7% |
| YTD | +22.8% | +4.8% | +17.9% | +6.3% |
| 1Y | +17.9% | +1.3% | +16.6% | +3.0% |
| 3Y | -17.4% | +159.2% | -176.7% | -51.2% |
| All | -17.4% | +152.4% | -169.8% | -51.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling