+3,147.4%
CI vs AEIS
+2,566.8%
+580.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.7% | -1.6% |
| 7D | +1.3% | +3.0% | -1.7% | +0.9% |
| 30D | +4.4% | -14.6% | +19.1% | +6.1% |
| 3M | +0.7% | -12.4% | +13.1% | +0.9% |
| 6M | +0.3% | -15.0% | +15.3% | +0.3% |
| YTD | +3.8% | +34.3% | -30.5% | -1.9% |
| 1Y | -5.5% | +87.4% | -92.9% | -14.7% |
| 3Y | +8.1% | +139.8% | -131.7% | -7.3% |
| 5Y | +42.8% | +220.7% | -177.9% | +16.3% |
| 10Y | +143.9% | +531.6% | -387.7% | +76.3% |
| All | +3,147.4% | +2,566.8% | +580.6% | +1,590.6% |
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