+2,277.8%
CLS vs AEIS
+1,825.3%
+452.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +11.3% | -3.5% | +3.4% |
| 7D | -10.6% | +1.0% | -11.5% | -10.8% |
| 30D | -38.4% | -24.0% | -14.4% | -30.9% |
| 3M | -29.9% | -32.5% | +2.6% | -17.4% |
| 6M | -40.6% | -38.6% | -2.1% | -28.0% |
| YTD | -24.6% | +4.8% | -29.4% | -25.9% |
| 1Y | -30.8% | +1.3% | -32.1% | -30.5% |
| 3Y | +811.7% | +159.2% | +652.5% | +560.4% |
| 5Y | +1,838.4% | +140.8% | +1,697.6% | +1,320.4% |
| 10Y | +1,751.5% | +349.8% | +1,401.7% | +904.5% |
| All | +2,277.8% | +1,825.3% | +452.5% | +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