+3,316.6%
CI vs AEIS
+1,982.0%
+1,334.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +11.3% | -10.6% | -0.6% |
| 7D | +0.1% | +1.0% | -0.8% | -0.3% |
| 30D | +4.7% | -24.0% | +28.7% | +7.2% |
| 3M | +5.2% | -32.5% | +37.7% | +8.7% |
| 6M | +3.8% | -38.6% | +42.4% | +7.1% |
| YTD | +9.2% | +4.8% | +4.4% | +5.1% |
| 1Y | +14.3% | +1.3% | +12.9% | +10.2% |
| 3Y | +8.4% | +159.2% | -150.8% | -8.9% |
| 5Y | +50.0% | +140.8% | -90.8% | +25.2% |
| 10Y | +142.2% | +349.8% | -207.6% | +80.2% |
| All | +3,316.6% | +1,982.0% | +1,334.7% | +1,711.6% |
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