+30.9%
CL vs AEIS
+142.1%
-111.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.4% | -3.9% | -1.3% |
| 7D | -2.2% | +3.0% | -5.1% | -2.0% |
| 30D | -4.8% | -14.6% | +9.8% | -5.8% |
| 3M | +4.9% | -12.4% | +17.4% | +4.6% |
| 6M | -5.7% | -15.0% | +9.2% | -5.9% |
| YTD | +14.4% | +34.3% | -19.9% | +18.0% |
| 1Y | +8.7% | +87.4% | -78.6% | +14.5% |
| All | +30.9% | +142.1% | -111.3% | +36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling