+43.4%
CL vs AEIS
+142.3%
-99.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.0% | +5.8% | +1.6% |
| 7D | +3.2% | +11.5% | -8.3% | +3.7% |
| 30D | +8.0% | -15.8% | +23.8% | +7.6% |
| 3M | +7.9% | -33.3% | +41.2% | +6.8% |
| 6M | +14.7% | -35.2% | +49.9% | +13.8% |
| YTD | +29.2% | +5.0% | +24.1% | +28.7% |
| 1Y | +29.5% | +8.5% | +21.1% | +29.1% |
| 3Y | +40.7% | +152.9% | -112.2% | +35.8% |
| All | +43.4% | +142.3% | -99.0% | +36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling