+13,838.2%
COR vs AEIS
+2,566.8%
+11,271.4%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.4% | -4.3% | -2.1% |
| 7D | +2.8% | +3.0% | -0.2% | +2.5% |
| 30D | +4.5% | -14.6% | +19.2% | +5.7% |
| 3M | +22.7% | -12.4% | +35.1% | +22.8% |
| 6M | -9.7% | -15.0% | +5.2% | -9.8% |
| YTD | -1.4% | +34.3% | -35.7% | -5.4% |
| 1Y | +13.9% | +87.4% | -73.4% | +6.0% |
| 3Y | +94.0% | +139.8% | -45.8% | +73.7% |
| 5Y | +184.0% | +220.7% | -36.7% | +145.1% |
| 10Y | +406.8% | +531.6% | -124.8% | +301.3% |
| All | +13,838.2% | +2,566.8% | +11,271.4% | +8,307.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling