+0.4%
CMS vs AEIS
+86.7%
-86.3%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.3% | +0.5% |
| 7D | +1.2% | +8.1% | -6.9% | +1.3% |
| 30D | -3.2% | -11.1% | +8.0% | -3.3% |
| 3M | -2.2% | -5.6% | +3.4% | -2.4% |
| 6M | -9.4% | -0.6% | -8.8% | -9.2% |
| YTD | +0.7% | +38.0% | -37.4% | +2.3% |
| 1Y | +0.4% | +87.2% | -86.9% | +4.5% |
| All | +0.4% | +86.7% | -86.3% | +4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling