+444.5%
CORZ vs AEIS
+165.3%
+279.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.8% | +1.9% | +2.9% |
| 7D | +16.6% | +8.1% | +8.4% | +11.1% |
| 30D | -10.9% | -11.1% | +0.3% | -4.3% |
| 3M | -31.0% | -5.6% | -25.4% | -30.4% |
| 6M | +26.0% | -0.6% | +26.7% | +20.0% |
| YTD | +28.6% | +38.0% | -9.4% | -3.9% |
| 1Y | +34.5% | +87.2% | -52.8% | -20.2% |
| All | +444.5% | +165.3% | +279.2% | +151.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling