+4,405.6%
CNC vs AEIS
+989.3%
+3,416.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.8% | -6.5% | -4.2% |
| 7D | -1.0% | +8.1% | -9.1% | -2.5% |
| 30D | -1.8% | -11.1% | +9.3% | -0.1% |
| 3M | -0.7% | -5.6% | +5.0% | -1.4% |
| 6M | +47.9% | -0.6% | +48.6% | +43.6% |
| YTD | +56.9% | +38.0% | +18.9% | +42.1% |
| 1Y | +123.9% | +87.2% | +36.7% | +89.6% |
| 3Y | -1.3% | +179.7% | -181.0% | -26.2% |
| 5Y | +2.8% | +241.7% | -239.0% | -28.5% |
| 10Y | +90.9% | +547.2% | -456.3% | +6.4% |
| All | +4,405.6% | +989.3% | +3,416.3% | +1,464.3% |
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