+2,288.2%
CLS vs AEIS
+1,846.3%
+441.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | 0.0% |
| 7D | -13.9% | -6.9% | -7.0% | -11.2% |
| 30D | -38.2% | -23.2% | -15.0% | -30.9% |
| 3M | -28.8% | -29.5% | +0.7% | -17.6% |
| 6M | -40.4% | -37.9% | -2.5% | -28.0% |
| YTD | -24.3% | +6.0% | -30.2% | -25.9% |
| 1Y | -35.0% | +1.2% | -36.3% | -34.8% |
| 3Y | +778.7% | +150.0% | +628.7% | +544.5% |
| 5Y | +1,884.8% | +141.9% | +1,743.0% | +1,351.5% |
| 10Y | +1,761.1% | +356.2% | +1,404.9% | +904.3% |
| All | +2,288.2% | +1,846.3% | +441.9% | +407.8% |
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