+17.7%
CME vs AEIS
+6.8%
+10.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.5% | -2.3% | +2.6% |
| 7D | +2.5% | +9.5% | -7.0% | +3.4% |
| 30D | +13.9% | -17.5% | +31.4% | +12.6% |
| 3M | +22.4% | -29.3% | +51.7% | +19.8% |
| 6M | +12.9% | -34.7% | +47.6% | +11.1% |
| YTD | +19.6% | +10.7% | +8.9% | +20.3% |
| 1Y | +17.7% | +7.4% | +10.3% | +18.4% |
| All | +17.7% | +6.8% | +10.9% | +18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling