+140.6%
CNP vs AEIS
+350.2%
-209.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.1% |
| 7D | +2.5% | +23.2% | -20.8% | -0.9% |
| 30D | +4.0% | -17.0% | +21.0% | +6.3% |
| 3M | +1.6% | -32.2% | +33.8% | +6.6% |
| 6M | -1.7% | -32.6% | +30.9% | +1.7% |
| YTD | +8.6% | +9.4% | -0.7% | +1.5% |
| 1Y | +5.8% | +7.7% | -1.9% | -1.0% |
| 3Y | +63.0% | +157.9% | -94.9% | +22.3% |
| 5Y | +74.7% | +154.8% | -80.1% | +26.7% |
| All | +140.6% | +350.2% | -209.7% | +31.8% |
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