+74.6%
CNP vs AEIS
+144.8%
-70.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +11.3% | -10.9% | -0.2% |
| 7D | -4.3% | +1.0% | -5.3% | -4.4% |
| 30D | +5.7% | -24.0% | +29.8% | +6.9% |
| 3M | +0.9% | -32.5% | +33.4% | +2.5% |
| 6M | -1.1% | -38.6% | +37.5% | +0.6% |
| YTD | +8.3% | +4.8% | +3.4% | +5.4% |
| 1Y | +5.9% | +1.3% | +4.6% | +3.3% |
| 3Y | +64.6% | +159.2% | -94.6% | +42.5% |
| 5Y | +74.6% | +140.8% | -66.2% | +48.6% |
| All | +74.6% | +144.8% | -70.2% | +48.6% |
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