+53.4%
CL vs AEIS
+546.3%
-493.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -0.5% |
| 7D | -1.4% | +8.1% | -9.5% | -1.7% |
| 30D | -5.2% | -11.1% | +5.9% | -4.8% |
| 3M | +3.3% | -5.6% | +9.0% | +3.0% |
| 6M | -4.4% | -0.6% | -3.7% | -5.3% |
| YTD | +13.9% | +38.0% | -24.1% | +10.5% |
| 1Y | +7.6% | +87.2% | -79.6% | +1.9% |
| 3Y | +29.6% | +179.7% | -150.1% | +17.1% |
| 5Y | +28.1% | +241.7% | -213.7% | +11.7% |
| 10Y | +53.4% | +547.2% | -493.8% | +6.9% |
| All | +53.4% | +546.3% | -493.0% | +6.9% |
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