+260.5%
CP vs AEIS
+332.3%
-71.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.5% | +0.4% |
| 7D | +2.1% | +11.5% | -9.4% | -0.4% |
| 30D | +9.3% | -15.8% | +25.1% | +12.0% |
| 3M | +0.5% | -33.3% | +33.8% | +7.8% |
| 6M | +10.4% | -35.2% | +45.6% | +16.6% |
| YTD | +28.7% | +5.0% | +23.7% | +18.2% |
| 1Y | +33.2% | +8.5% | +24.7% | +21.0% |
| 3Y | +38.4% | +152.9% | -114.4% | -4.3% |
| 5Y | +26.2% | +144.6% | -118.4% | -14.8% |
| All | +260.5% | +332.3% | -71.8% | +90.8% |
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