+43.0%
CNH vs AEIS
+1,198.8%
-1,155.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.1% | -5.5% | -4.7% |
| 7D | +4.5% | -6.9% | +11.4% | +6.4% |
| 30D | +7.6% | -23.2% | +30.8% | +15.3% |
| 3M | +17.0% | -29.5% | +46.5% | +27.3% |
| 6M | +12.9% | -37.9% | +50.8% | +25.3% |
| YTD | +34.3% | +6.0% | +28.3% | +22.6% |
| 1Y | +28.5% | +1.2% | +27.3% | +18.8% |
| 3Y | +31.9% | +150.0% | -118.1% | -14.1% |
| 5Y | -9.6% | +141.9% | -151.5% | -41.7% |
| 10Y | +106.3% | +356.2% | -249.9% | +2.4% |
| All | +43.0% | +1,198.8% | -1,155.8% | -39.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling