+139.9%
CNP vs AEIS
+545.5%
-405.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.7% |
| 7D | +0.7% | +6.5% | -5.8% | -0.3% |
| 30D | -0.1% | -9.2% | +9.1% | +1.2% |
| 3M | -5.6% | -8.3% | +2.7% | -5.8% |
| 6M | -7.5% | -6.3% | -1.2% | -9.0% |
| YTD | +5.5% | +36.5% | -31.0% | -3.7% |
| 1Y | +8.3% | +84.8% | -76.4% | -7.5% |
| 3Y | +51.8% | +176.6% | -124.8% | +15.0% |
| 5Y | +69.9% | +237.1% | -167.2% | +18.4% |
| 10Y | +139.9% | +554.7% | -414.7% | +26.5% |
| All | +139.9% | +545.5% | -405.6% | +26.5% |
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