+136.2%
CMS vs AEIS
+350.2%
-214.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.5% |
| 7D | -1.3% | +23.2% | -24.5% | -2.4% |
| 30D | +5.3% | -17.0% | +22.3% | +6.1% |
| 3M | -0.3% | -32.2% | +31.8% | +1.5% |
| 6M | -4.0% | -32.6% | +28.5% | -2.8% |
| YTD | +2.1% | +9.4% | -7.2% | -0.5% |
| 1Y | -4.7% | +7.7% | -12.4% | -7.1% |
| 3Y | +36.8% | +157.9% | -121.1% | +22.0% |
| 5Y | +34.9% | +154.8% | -119.9% | +18.6% |
| All | +136.2% | +350.2% | -214.0% | +74.2% |
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 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