+1,242.3%
CLS vs AEIS
+157.5%
+1,084.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | -1.0% |
| 7D | +4.6% | +3.0% | +1.6% | +2.4% |
| 30D | -13.9% | -14.6% | +0.8% | -3.3% |
| 3M | -26.6% | -12.4% | -14.1% | -21.4% |
| 6M | +15.4% | -15.0% | +30.4% | +25.0% |
| YTD | +5.7% | +34.3% | -28.6% | -23.9% |
| 1Y | +41.1% | +87.4% | -46.2% | -23.2% |
| All | +1,242.3% | +157.5% | +1,084.8% | +455.0% |
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