+76.3%
CL vs AEIS
+358.4%
-282.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +11.3% | -9.9% | +1.1% |
| 7D | +0.5% | +1.0% | -0.4% | +0.4% |
| 30D | +11.6% | -24.0% | +35.6% | +12.4% |
| 3M | +5.6% | -32.5% | +38.1% | +6.7% |
| 6M | +13.2% | -38.6% | +51.7% | +14.4% |
| YTD | +26.9% | +4.8% | +22.1% | +24.0% |
| 1Y | +27.3% | +1.3% | +26.0% | +24.6% |
| 3Y | +39.7% | +159.2% | -119.5% | +25.1% |
| 5Y | +41.3% | +140.8% | -99.5% | +25.5% |
| 10Y | +76.3% | +349.8% | -273.5% | +33.8% |
| All | +76.3% | +358.4% | -282.2% | +33.8% |
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 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