+57.9%
CNQ vs AEIS
-16.1%
+74.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -12.2% | +10.8% | -1.5% |
| 7D | -11.2% | -22.6% | +11.4% | -11.4% |
| 30D | +1.7% | -38.7% | +40.4% | +0.8% |
| 3M | +10.3% | -43.6% | +53.9% | +9.2% |
| 6M | +4.3% | -46.2% | +50.5% | +3.3% |
| YTD | +48.7% | -11.2% | +60.0% | +48.2% |
| 1Y | +57.9% | -17.7% | +75.6% | +56.5% |
| All | +57.9% | -16.1% | +74.0% | +56.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling