+8.7%
CNH vs AEIS
+228.8%
-220.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.8% | -8.3% | -6.5% |
| 7D | +8.8% | +8.1% | +0.7% | +5.8% |
| 30D | +24.7% | -11.1% | +35.8% | +29.0% |
| 3M | +27.3% | -5.6% | +33.0% | +25.8% |
| 6M | +23.2% | -0.6% | +23.8% | +17.7% |
| YTD | +48.9% | +38.0% | +10.9% | +23.3% |
| 1Y | +19.4% | +87.2% | -67.8% | -14.8% |
| 3Y | +7.8% | +179.7% | -171.9% | -39.2% |
| 5Y | +8.7% | +241.7% | -233.0% | -47.0% |
| All | +8.7% | +228.8% | -220.1% | -47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling