+1,966.0%
CL vs AEIS
+1,770.4%
+195.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.1% | -8.3% | -2.4% |
| 7D | +1.3% | -11.3% | +12.6% | +1.8% |
| 30D | +11.4% | -32.6% | +43.9% | +13.2% |
| 3M | +4.4% | -39.2% | +43.6% | +6.5% |
| 6M | +10.8% | -45.4% | +56.1% | +13.0% |
| YTD | +25.1% | -5.8% | +30.9% | +23.6% |
| 1Y | +28.0% | -10.0% | +38.0% | +26.6% |
| 3Y | +37.6% | +121.2% | -83.5% | +27.9% |
| 5Y | +39.7% | +110.6% | -70.9% | +29.2% |
| 10Y | +75.8% | +326.6% | -250.8% | +51.9% |
| All | +1,966.0% | +1,770.4% | +195.6% | +1,337.4% |
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