+9,217.6%
CHD vs AEIS
+2,566.8%
+6,650.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -0.2% |
| 7D | -2.7% | +3.0% | -5.6% | -2.8% |
| 30D | -4.6% | -14.6% | +10.0% | -4.0% |
| 3M | +5.0% | -12.4% | +17.5% | +5.1% |
| 6M | -3.2% | -15.0% | +11.7% | -3.2% |
| YTD | +18.6% | +34.3% | -15.7% | +15.8% |
| 1Y | +4.8% | +87.4% | -82.5% | +0.3% |
| 3Y | +6.1% | +139.8% | -133.6% | -0.9% |
| 5Y | +24.0% | +220.7% | -196.8% | +13.1% |
| 10Y | +124.5% | +531.6% | -407.1% | +91.5% |
| All | +9,217.6% | +2,566.8% | +6,650.8% | +6,572.3% |
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