-40.4%
CPB vs AEIS
+375.1%
-415.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.5% | -5.7% | -1.2% |
| 7D | -4.1% | +9.5% | -13.6% | -3.9% |
| 30D | +16.9% | -17.5% | +34.4% | +16.9% |
| 3M | -0.6% | -29.3% | +28.7% | -0.5% |
| 6M | +11.4% | -34.7% | +46.1% | +11.4% |
| YTD | -14.8% | +10.7% | -25.6% | -15.9% |
| 1Y | -24.8% | +7.4% | -32.2% | -25.6% |
| 3Y | -36.6% | +161.1% | -197.7% | -39.3% |
| 5Y | -33.3% | +150.7% | -184.1% | -36.6% |
| 10Y | -40.4% | +360.8% | -401.2% | -49.2% |
| All | -40.4% | +375.1% | -415.5% | -49.2% |
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