+31.0%
CHD vs AEIS
+6.2%
+24.8%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -11.1% | +13.8% | +1.7% |
| 7D | +6.9% | -12.7% | +19.6% | +6.0% |
| 30D | +17.1% | -28.8% | +45.9% | +14.7% |
| 3M | +9.1% | -38.0% | +47.1% | +6.2% |
| 6M | +21.4% | -45.3% | +66.7% | +18.4% |
| YTD | +34.9% | +1.1% | +33.7% | +35.8% |
| 1Y | +31.0% | +8.6% | +22.4% | +31.9% |
| All | +31.0% | +6.2% | +24.8% | +31.9% |
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