-30.4%
CPB vs AEIS
+93.3%
-123.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.4% | -5.8% | -3.1% |
| 7D | -8.6% | +3.0% | -11.6% | -8.2% |
| 30D | -7.2% | -14.6% | +7.4% | -8.7% |
| 3M | +0.9% | -12.4% | +13.3% | +0.1% |
| 6M | -11.8% | -15.0% | +3.2% | -12.4% |
| YTD | -19.4% | +34.3% | -53.7% | -19.1% |
| 1Y | -30.4% | +87.4% | -117.7% | -36.6% |
| All | -30.4% | +93.3% | -123.7% | -36.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling