+12.8%
CNH vs AEIS
+157.5%
-144.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.4% | +1.6% | +3.3% |
| 7D | +23.3% | +3.0% | +20.3% | +22.1% |
| 30D | +33.5% | -14.6% | +48.1% | +39.4% |
| 3M | +32.7% | -12.4% | +45.2% | +34.6% |
| 6M | +22.2% | -15.0% | +37.1% | +23.9% |
| YTD | +57.7% | +34.3% | +23.4% | +34.8% |
| 1Y | +28.0% | +87.4% | -59.4% | -5.8% |
| All | +12.8% | +157.5% | -144.7% | -32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling