+223.2%
CP vs AEIS
+546.3%
-323.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.3% | -1.1% |
| 7D | +2.4% | +8.1% | -5.7% | +0.6% |
| 30D | -0.5% | -11.1% | +10.6% | +1.8% |
| 3M | +1.4% | -5.6% | +7.1% | +0.3% |
| 6M | +10.3% | -0.6% | +11.0% | +6.4% |
| YTD | +24.3% | +38.0% | -13.7% | +9.4% |
| 1Y | +20.4% | +87.2% | -66.8% | -3.3% |
| 3Y | +21.8% | +179.7% | -157.9% | -15.6% |
| 5Y | +31.5% | +241.7% | -210.2% | -16.4% |
| 10Y | +223.2% | +547.2% | -324.0% | +54.1% |
| All | +223.2% | +546.3% | -323.1% | +54.1% |
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