+105.9%
CTVA vs AEIS
+233.3%
-127.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.2% |
| 7D | -5.8% | +6.5% | -12.3% | -6.6% |
| 30D | +11.1% | -9.2% | +20.2% | +12.1% |
| 3M | +13.2% | -8.3% | +21.6% | +12.7% |
| 6M | +8.7% | -6.3% | +15.0% | +6.6% |
| YTD | +27.3% | +36.5% | -9.2% | +15.3% |
| 1Y | +18.0% | +84.8% | -66.8% | -0.5% |
| 3Y | +76.5% | +176.6% | -100.1% | +31.6% |
| All | +105.9% | +233.3% | -127.5% | +40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling