+6,781.2%
CME vs AEIS
+1,920.3%
+4,860.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -0.7% |
| 7D | -1.6% | +3.0% | -4.5% | -2.2% |
| 30D | +6.2% | -14.6% | +20.9% | +9.1% |
| 3M | +10.4% | -12.4% | +22.9% | +10.8% |
| 6M | -9.5% | -15.0% | +5.4% | -9.9% |
| YTD | +6.0% | +34.3% | -28.3% | -4.8% |
| 1Y | +9.3% | +87.4% | -78.1% | -9.5% |
| 3Y | +57.7% | +139.8% | -82.1% | +17.4% |
| 5Y | +77.7% | +220.7% | -143.0% | +19.3% |
| 10Y | +281.2% | +531.6% | -250.4% | +93.0% |
| All | +6,781.2% | +1,920.3% | +4,860.9% | +1,835.4% |
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 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