+43.3%
CTVA vs AEIS
+148.8%
-105.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.0% | +6.6% | +2.9% |
| 7D | -20.8% | +11.5% | -32.3% | -21.4% |
| 30D | -29.6% | -15.8% | -13.9% | -28.8% |
| 3M | -16.9% | -33.3% | +16.4% | -14.3% |
| 6M | -24.3% | -35.2% | +10.9% | -22.3% |
| YTD | -5.6% | +5.0% | -10.6% | -12.4% |
| 1Y | -4.2% | +8.5% | -12.6% | -11.8% |
| 3Y | +43.3% | +152.9% | -109.6% | +2.0% |
| All | +43.3% | +148.8% | -105.5% | +2.0% |
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