+3,542.1%
CLS vs AEIS
+228.8%
+3,313.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.8% | +2.9% | +3.7% |
| 7D | +12.8% | +8.1% | +4.6% | +7.0% |
| 30D | +3.8% | -11.1% | +15.0% | +12.4% |
| 3M | -14.6% | -5.6% | -9.0% | -13.7% |
| 6M | +32.2% | -0.6% | +32.9% | +28.8% |
| YTD | +11.6% | +38.0% | -26.4% | -16.4% |
| 1Y | +35.1% | +87.2% | -52.2% | -18.4% |
| 3Y | +1,312.5% | +179.7% | +1,132.9% | +553.6% |
| 5Y | +3,542.1% | +241.7% | +3,300.3% | +1,317.3% |
| All | +3,542.1% | +228.8% | +3,313.2% | +1,317.3% |
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