+11,952.5%
CMI vs AEIS
+2,610.7%
+9,341.8%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.0% |
| 7D | +0.7% | +6.5% | -5.8% | -0.6% |
| 30D | -12.3% | -9.2% | -3.1% | -10.7% |
| 3M | -16.8% | -8.3% | -8.4% | -16.1% |
| 6M | +1.5% | -6.3% | +7.9% | +1.6% |
| YTD | +9.8% | +36.5% | -26.7% | +1.3% |
| 1Y | +42.6% | +84.8% | -42.2% | +23.0% |
| 3Y | +151.0% | +176.6% | -25.6% | +96.1% |
| 5Y | +167.0% | +237.1% | -70.1% | +97.7% |
| 10Y | +512.2% | +554.7% | -42.5% | +272.4% |
| All | +11,952.5% | +2,610.7% | +9,341.8% | +4,783.2% |
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