+34.3%
CP vs AEIS
+219.5%
-185.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | -0.1% |
| 7D | -2.7% | +3.0% | -5.6% | -3.2% |
| 30D | +0.2% | -14.6% | +14.8% | +2.8% |
| 3M | +2.6% | -12.4% | +15.0% | +3.0% |
| 6M | +6.0% | -15.0% | +20.9% | +6.1% |
| YTD | +24.9% | +34.3% | -9.4% | +12.0% |
| 1Y | +20.1% | +87.4% | -67.3% | -2.0% |
| 3Y | +16.4% | +139.8% | -123.4% | -14.2% |
| All | +34.3% | +219.5% | -185.2% | -13.0% |
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