+556.1%
CMS vs AEIS
+2,566.8%
-2,010.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -0.4% |
| 7D | +0.4% | +3.0% | -2.6% | +0.1% |
| 30D | -3.6% | -14.6% | +11.0% | -2.5% |
| 3M | -1.9% | -12.4% | +10.5% | -1.7% |
| 6M | -11.0% | -15.0% | +4.0% | -10.8% |
| YTD | +0.2% | +34.3% | -34.1% | -3.3% |
| 1Y | -1.3% | +87.4% | -88.7% | -7.5% |
| 3Y | +35.9% | +139.8% | -103.8% | +23.1% |
| 5Y | +23.1% | +220.7% | -197.7% | +7.6% |
| 10Y | +117.9% | +531.6% | -413.7% | +73.3% |
| All | +556.1% | +2,566.8% | -2,010.7% | +342.8% |
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