+142.8%
CI vs AEIS
+332.3%
-189.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.2% | +0.8% |
| 7D | +1.2% | +11.5% | -10.3% | -0.4% |
| 30D | +2.6% | -15.8% | +18.3% | +4.2% |
| 3M | +7.4% | -33.3% | +40.7% | +12.2% |
| 6M | -0.1% | -35.2% | +35.1% | +3.1% |
| YTD | +9.7% | +5.0% | +4.7% | +2.7% |
| 1Y | +12.1% | +8.5% | +3.7% | +4.1% |
| 3Y | +7.0% | +152.9% | -145.9% | -19.8% |
| 5Y | +49.7% | +144.6% | -94.9% | +8.7% |
| All | +142.8% | +332.3% | -189.6% | +28.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling