+1,838.4%
CLS vs AEIS
+144.8%
+1,693.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +11.3% | -3.5% | -0.2% |
| 7D | -10.6% | +1.0% | -11.5% | -11.5% |
| 30D | -38.4% | -24.0% | -14.4% | -25.2% |
| 3M | -29.9% | -32.5% | +2.6% | -7.7% |
| 6M | -40.6% | -38.6% | -2.1% | -18.8% |
| YTD | -24.6% | +4.8% | -29.4% | -31.5% |
| 1Y | -30.8% | +1.3% | -32.1% | -34.8% |
| 3Y | +811.7% | +159.2% | +652.5% | +358.7% |
| 5Y | +1,838.4% | +140.8% | +1,697.6% | +841.6% |
| All | +1,838.4% | +144.8% | +1,693.6% | +841.6% |
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