+22.1%
CTVA vs AEIS
+93.3%
-71.3%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.3% | -0.8% |
| 7D | +4.9% | +3.0% | +2.0% | +5.0% |
| 30D | +11.9% | -14.6% | +26.6% | +11.9% |
| 3M | +13.7% | -12.4% | +26.1% | +13.6% |
| 6M | +13.1% | -15.0% | +28.1% | +12.6% |
| YTD | +32.0% | +34.3% | -2.3% | +28.4% |
| 1Y | +22.1% | +87.4% | -65.3% | +20.6% |
| All | +22.1% | +93.3% | -71.3% | +20.6% |
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