+72.0%
CNP vs AEIS
+228.8%
-156.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.8% | -1.6% | +1.0% |
| 7D | +1.6% | +8.1% | -6.5% | +1.3% |
| 30D | -0.8% | -11.1% | +10.4% | -0.3% |
| 3M | -3.6% | -5.6% | +2.1% | -3.8% |
| 6M | -6.9% | -0.6% | -6.3% | -7.9% |
| YTD | +6.4% | +38.0% | -31.6% | +2.5% |
| 1Y | +9.9% | +87.2% | -77.3% | +2.9% |
| 3Y | +53.1% | +179.7% | -126.6% | +34.7% |
| 5Y | +72.0% | +241.7% | -169.8% | +44.3% |
| All | +72.0% | +228.8% | -156.9% | +44.3% |
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