-36.2%
CLS vs AEIS
-35.1%
-1.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +4.5% | +4.0% | +5.3% |
| 7D | +2.8% | +9.5% | -6.7% | -3.4% |
| 30D | -30.1% | -17.5% | -12.6% | -20.6% |
| 3M | -21.7% | -29.3% | +7.5% | -2.7% |
| 6M | -36.2% | -34.7% | -1.5% | -17.5% |
| All | -36.2% | -35.1% | -1.2% | -17.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling