+22.2%
CHD vs AEIS
+233.3%
-211.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.4% |
| 7D | -4.2% | +6.5% | -10.6% | -4.0% |
| 30D | -7.6% | -9.2% | +1.6% | -7.8% |
| 3M | -1.6% | -8.3% | +6.8% | -1.7% |
| 6M | -6.3% | -6.3% | 0.0% | -6.4% |
| YTD | +14.6% | +36.5% | -21.9% | +15.2% |
| 1Y | +1.6% | +84.8% | -83.2% | +2.3% |
| 3Y | +3.1% | +176.6% | -173.4% | +3.5% |
| All | +22.2% | +233.3% | -211.1% | +19.0% |
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