+280.6%
CME vs AEIS
+545.5%
-264.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.7% |
| 7D | -0.6% | +6.5% | -7.1% | -1.3% |
| 30D | +4.7% | -9.2% | +13.9% | +5.5% |
| 3M | +7.8% | -8.3% | +16.2% | +7.6% |
| 6M | -11.0% | -6.3% | -4.6% | -12.1% |
| YTD | +4.0% | +36.5% | -32.5% | -2.6% |
| 1Y | +9.1% | +84.8% | -75.7% | -2.5% |
| 3Y | +52.3% | +176.6% | -124.3% | +23.8% |
| 5Y | +76.1% | +237.1% | -161.0% | +33.5% |
| 10Y | +280.6% | +554.7% | -274.1% | +129.3% |
| All | +280.6% | +545.5% | -264.9% | +129.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling