+160.7%
CNH vs AEIS
+545.5%
-384.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.6% |
| 7D | +1.8% | +6.5% | -4.6% | -0.5% |
| 30D | +32.6% | -9.2% | +41.8% | +36.2% |
| 3M | +29.4% | -8.3% | +37.8% | +29.4% |
| 6M | +26.0% | -6.3% | +32.3% | +23.5% |
| YTD | +52.2% | +36.5% | +15.7% | +27.9% |
| 1Y | +23.9% | +84.8% | -60.9% | -8.9% |
| 3Y | +10.1% | +176.6% | -166.5% | -33.7% |
| 5Y | +13.2% | +237.1% | -223.9% | -38.6% |
| 10Y | +160.7% | +554.7% | -394.0% | -3.9% |
| All | +160.7% | +545.5% | -384.9% | -3.9% |
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 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