+132.3%
CMS vs AEIS
+358.4%
-226.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +11.3% | -10.8% | -0.1% |
| 7D | -0.9% | +1.0% | -1.9% | -1.1% |
| 30D | +7.1% | -24.0% | +31.1% | +8.4% |
| 3M | -1.3% | -32.5% | +31.2% | +0.5% |
| 6M | -2.7% | -38.6% | +35.9% | -0.8% |
| YTD | +2.6% | +4.8% | -2.2% | +0.2% |
| 1Y | -2.0% | +1.3% | -3.3% | -4.1% |
| 3Y | +39.6% | +159.2% | -119.6% | +24.2% |
| 5Y | +35.3% | +140.8% | -105.5% | +19.5% |
| 10Y | +132.3% | +349.8% | -217.5% | +67.1% |
| All | +132.3% | +358.4% | -226.1% | +67.1% |
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