+3,231.7%
CLS vs AEIS
+2,366.1%
+865.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | -0.1% |
| 7D | +4.6% | +3.0% | +1.6% | +3.4% |
| 30D | -13.9% | -14.6% | +0.8% | -8.3% |
| 3M | -26.6% | -12.4% | -14.1% | -23.0% |
| 6M | +15.4% | -15.0% | +30.4% | +22.7% |
| YTD | +5.7% | +34.3% | -28.6% | -6.6% |
| 1Y | +41.1% | +87.4% | -46.2% | +10.7% |
| 3Y | +1,228.6% | +139.8% | +1,088.8% | +870.5% |
| 5Y | +3,240.6% | +220.7% | +3,019.9% | +2,068.8% |
| 10Y | +2,760.3% | +531.6% | +2,228.8% | +1,249.8% |
| All | +3,231.7% | +2,366.1% | +865.7% | +539.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling