+503.2%
CMI vs AEIS
+562.2%
-59.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.9% | -3.7% | -0.3% |
| 7D | -0.7% | +2.3% | -3.0% | -1.5% |
| 30D | -12.4% | -14.8% | +2.4% | -8.1% |
| 3M | -14.8% | -15.6% | +0.8% | -11.6% |
| 6M | +0.8% | -8.7% | +9.5% | +1.1% |
| YTD | +10.2% | +37.3% | -27.1% | -3.2% |
| 1Y | +37.4% | +80.3% | -42.9% | +10.0% |
| 3Y | +153.3% | +177.9% | -24.7% | +71.8% |
| 5Y | +167.6% | +235.8% | -68.2% | +67.2% |
| All | +503.2% | +562.2% | -59.0% | +162.6% |
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