+8,601.2%
CP vs AEIS
+1,982.0%
+6,619.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +11.3% | -9.3% | +0.4% |
| 7D | +2.8% | +1.0% | +1.8% | +2.2% |
| 30D | +11.3% | -24.0% | +35.4% | +14.8% |
| 3M | +2.9% | -32.5% | +35.4% | +7.5% |
| 6M | +9.8% | -38.6% | +48.3% | +14.7% |
| YTD | +28.5% | +4.8% | +23.7% | +23.2% |
| 1Y | +33.5% | +1.3% | +32.2% | +28.4% |
| 3Y | +31.9% | +159.2% | -127.3% | +8.2% |
| 5Y | +25.5% | +140.8% | -115.3% | +2.7% |
| 10Y | +257.6% | +349.8% | -92.2% | +156.7% |
| All | +8,601.2% | +1,982.0% | +6,619.2% | +4,228.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling