+80.1%
COR vs AEIS
+152.4%
-72.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +11.3% | -7.7% | +4.1% |
| 7D | +2.3% | +1.0% | +1.4% | +2.4% |
| 30D | +6.8% | -24.0% | +30.8% | +5.5% |
| 3M | +8.1% | -32.5% | +40.6% | +6.4% |
| 6M | +33.0% | -38.6% | +71.6% | +31.1% |
| YTD | +3.0% | +4.8% | -1.9% | +2.4% |
| 1Y | -3.4% | +1.3% | -4.7% | -4.0% |
| 3Y | +80.1% | +159.2% | -79.1% | +97.6% |
| All | +80.1% | +152.4% | -72.3% | +97.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling