+106.3%
CNH vs AEIS
+347.9%
-241.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.1% | -5.5% | -4.7% |
| 7D | +4.5% | -6.9% | +11.4% | +6.6% |
| 30D | +7.6% | -23.2% | +30.8% | +16.1% |
| 3M | +17.0% | -29.5% | +46.5% | +28.3% |
| 6M | +12.9% | -37.9% | +50.8% | +26.5% |
| YTD | +34.3% | +6.0% | +28.3% | +20.5% |
| 1Y | +28.5% | +1.2% | +27.3% | +17.0% |
| 3Y | +31.9% | +150.0% | -118.1% | -20.0% |
| 5Y | -9.6% | +141.9% | -151.5% | -46.0% |
| 10Y | +106.3% | +356.2% | -249.9% | -12.6% |
| All | +106.3% | +347.9% | -241.6% | -12.6% |
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