-3.4%
COR vs AEIS
+6.8%
-10.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.5% | -4.1% | +0.5% |
| 7D | -1.2% | +9.5% | -10.6% | -0.8% |
| 30D | +7.6% | -17.5% | +25.1% | +6.4% |
| 3M | +5.0% | -29.3% | +34.3% | +3.1% |
| 6M | +35.3% | -34.7% | +70.0% | +33.5% |
| YTD | +4.2% | +10.7% | -6.5% | -4.6% |
| 1Y | -3.4% | +7.4% | -10.8% | -11.7% |
| All | -3.4% | +6.8% | -10.3% | -11.7% |
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