-22.8%
CDW vs AEIS
+228.8%
-251.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +2.8% | -8.0% | -5.9% |
| 7D | -3.9% | +8.1% | -12.0% | -5.9% |
| 30D | +6.9% | -11.1% | +18.0% | +9.6% |
| 3M | +7.7% | -5.6% | +13.3% | +5.9% |
| 6M | +18.3% | -0.6% | +19.0% | +10.8% |
| YTD | +7.8% | +38.0% | -30.3% | -12.7% |
| 1Y | -12.2% | +87.2% | -99.4% | -38.0% |
| 3Y | -28.9% | +179.7% | -208.6% | -59.8% |
| 5Y | -22.8% | +241.7% | -264.5% | -62.7% |
| All | -22.8% | +228.8% | -251.6% | -62.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling