+3,038.3%
CLS vs AEIS
+545.5%
+2,492.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.7% |
| 7D | +20.1% | +6.5% | +13.6% | +16.1% |
| 30D | +6.0% | -9.2% | +15.2% | +11.9% |
| 3M | -10.3% | -8.3% | -1.9% | -7.4% |
| 6M | +24.5% | -6.3% | +30.8% | +27.3% |
| YTD | +12.9% | +36.5% | -23.7% | -7.8% |
| 1Y | +36.7% | +84.8% | -48.1% | -4.8% |
| 3Y | +1,328.1% | +176.6% | +1,151.5% | +719.8% |
| 5Y | +3,682.3% | +237.1% | +3,445.2% | +1,829.4% |
| 10Y | +3,038.3% | +554.7% | +2,483.6% | +1,023.5% |
| All | +3,038.3% | +545.5% | +2,492.7% | +1,023.5% |
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