+180.5%
COR vs AEIS
+228.8%
-48.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.8% | -4.7% | -1.9% |
| 7D | -1.9% | +8.1% | -10.0% | -1.9% |
| 30D | +1.5% | -11.1% | +12.7% | +1.5% |
| 3M | +18.7% | -5.6% | +24.3% | +18.4% |
| 6M | -9.0% | -0.6% | -8.4% | -9.7% |
| YTD | -3.3% | +38.0% | -41.3% | -5.1% |
| 1Y | +9.8% | +87.2% | -77.4% | +6.9% |
| 3Y | +87.4% | +179.7% | -92.3% | +78.5% |
| 5Y | +180.5% | +241.7% | -61.2% | +152.3% |
| All | +180.5% | +228.8% | -48.3% | +152.3% |
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