+572.6%
CMS vs AEIS
+2,098.8%
-1,526.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.5% | -4.7% | -0.6% |
| 7D | -1.1% | +9.5% | -10.6% | -1.9% |
| 30D | +6.6% | -17.5% | +24.1% | +7.6% |
| 3M | +0.8% | -29.3% | +30.1% | +2.8% |
| 6M | -3.3% | -34.7% | +31.4% | -1.5% |
| YTD | +2.7% | +10.7% | -8.0% | 0.0% |
| 1Y | -4.0% | +7.4% | -11.4% | -6.4% |
| 3Y | +37.6% | +161.1% | -123.5% | +23.0% |
| 5Y | +35.4% | +150.7% | -115.3% | +20.1% |
| 10Y | +136.0% | +360.8% | -224.8% | +91.2% |
| All | +572.6% | +2,098.8% | -1,526.1% | +357.9% |
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