+7,663.4%
CME vs AEIS
+1,565.7%
+6,097.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.5% | -2.3% | +1.3% |
| 7D | +2.5% | +9.5% | -7.0% | +0.4% |
| 30D | +13.9% | -17.5% | +31.4% | +16.8% |
| 3M | +22.4% | -29.3% | +51.7% | +28.3% |
| 6M | +12.9% | -34.7% | +47.6% | +17.6% |
| YTD | +19.6% | +10.7% | +8.9% | +9.7% |
| 1Y | +17.7% | +7.4% | +10.3% | +8.4% |
| 3Y | +65.3% | +161.1% | -95.8% | +18.2% |
| 5Y | +75.1% | +150.7% | -75.6% | +21.8% |
| 10Y | +305.8% | +360.8% | -55.1% | +116.7% |
| All | +7,663.4% | +1,565.7% | +6,097.7% | +2,128.8% |
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