+16.0%
CTVA vs AEIS
+81.9%
-65.9%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.9% | -5.6% | -0.6% |
| 7D | -4.5% | +2.3% | -6.8% | -4.5% |
| 30D | +11.3% | -14.8% | +26.1% | +11.3% |
| 3M | +12.3% | -15.6% | +27.9% | +12.7% |
| 6M | +7.2% | -8.7% | +15.9% | +6.4% |
| YTD | +26.0% | +37.3% | -11.3% | +22.6% |
| 1Y | +16.0% | +80.3% | -64.3% | +14.4% |
| All | +16.0% | +81.9% | -65.9% | +14.4% |
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