+47.7%
CI vs AEIS
+109.5%
-61.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.1% | -8.7% | -2.7% |
| 7D | -1.6% | -11.3% | +9.7% | -1.4% |
| 30D | +5.4% | -32.6% | +38.0% | +6.1% |
| 3M | +7.3% | -39.2% | +46.4% | +8.3% |
| 6M | +5.3% | -45.4% | +50.7% | +6.6% |
| YTD | +8.5% | -5.8% | +14.3% | +5.6% |
| 1Y | +17.1% | -10.0% | +27.1% | +14.2% |
| 3Y | +1.4% | +121.2% | -119.7% | -10.1% |
| All | +47.7% | +109.5% | -61.9% | +27.8% |
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