+75.1%
CTVA vs AEIS
+160.8%
-85.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.8% | +0.1% |
| 7D | -4.7% | -0.2% | -4.5% | -4.7% |
| 30D | +11.1% | -16.4% | +27.5% | +12.9% |
| 3M | +13.7% | -11.1% | +24.9% | +13.5% |
| 6M | +11.2% | -12.0% | +23.2% | +9.9% |
| YTD | +26.9% | +30.9% | -4.0% | +16.0% |
| 1Y | +18.8% | +74.3% | -55.5% | +1.5% |
| All | +75.1% | +160.8% | -85.7% | +28.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling