+7.7%
CP vs AEIS
-44.0%
+51.7%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.1% | -7.8% | -1.5% |
| 7D | +2.8% | -11.3% | +14.1% | +2.4% |
| 30D | +10.2% | -32.6% | +42.8% | +9.8% |
| 3M | +2.4% | -39.2% | +41.5% | +1.8% |
| 6M | +7.7% | -45.4% | +53.0% | +8.9% |
| All | +7.7% | -44.0% | +51.7% | +8.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling