+303.4%
CME vs AEIS
+332.3%
-28.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.0% | +4.8% | +1.1% |
| 7D | +3.9% | +11.5% | -7.6% | +2.9% |
| 30D | +11.3% | -15.8% | +27.1% | +12.5% |
| 3M | +19.6% | -33.3% | +52.9% | +23.2% |
| 6M | +8.1% | -35.2% | +43.3% | +10.5% |
| YTD | +20.4% | +5.0% | +15.4% | +14.7% |
| 1Y | +16.5% | +8.5% | +8.0% | +10.4% |
| 3Y | +66.4% | +152.9% | -86.4% | +33.4% |
| 5Y | +74.5% | +144.6% | -70.2% | +36.3% |
| All | +303.4% | +332.3% | -28.9% | +155.7% |
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 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