+28.5%
CNH vs AEIS
-1.0%
+29.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.1% | -5.5% | -4.6% |
| 7D | +4.5% | -6.9% | +11.4% | +5.3% |
| 30D | +7.6% | -23.2% | +30.8% | +12.1% |
| 3M | +17.0% | -29.5% | +46.5% | +23.5% |
| 6M | +12.9% | -37.9% | +50.8% | +21.3% |
| YTD | +34.3% | +6.0% | +28.3% | +33.5% |
| 1Y | +28.5% | +1.2% | +27.3% | +28.3% |
| All | +28.5% | -1.0% | +29.5% | +28.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling