+863.2%
CDW vs AEIS
+1,594.3%
-731.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.4% | -1.7% |
| 7D | +3.2% | +3.0% | +0.2% | +2.3% |
| 30D | +9.3% | -14.6% | +23.9% | +13.7% |
| 3M | +9.8% | -12.4% | +22.2% | +10.6% |
| 6M | +23.3% | -15.0% | +38.3% | +22.3% |
| YTD | +13.7% | +34.3% | -20.6% | -4.4% |
| 1Y | -6.5% | +87.4% | -93.8% | -30.4% |
| 3Y | -25.2% | +139.8% | -165.0% | -50.6% |
| 5Y | -19.5% | +220.7% | -240.2% | -52.7% |
| 10Y | +285.8% | +531.6% | -245.8% | +70.6% |
| All | +863.2% | +1,594.3% | -731.1% | +268.3% |
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