+140.4%
CI vs AEIS
+546.3%
-405.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.8% | -4.6% | -2.2% |
| 7D | -2.0% | +8.1% | -10.1% | -3.2% |
| 30D | -1.8% | -11.1% | +9.3% | -0.4% |
| 3M | -4.2% | -5.6% | +1.4% | -5.1% |
| 6M | +2.7% | -0.6% | +3.3% | -0.3% |
| YTD | +1.9% | +38.0% | -36.1% | -7.2% |
| 1Y | -6.3% | +87.2% | -93.5% | -20.1% |
| 3Y | +3.9% | +179.7% | -175.8% | -21.4% |
| 5Y | +41.9% | +241.7% | -199.9% | -1.5% |
| 10Y | +140.4% | +547.2% | -406.8% | +19.5% |
| All | +140.4% | +546.3% | -405.9% | +19.5% |
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