+231.7%
CTVA vs AEIS
+464.1%
-232.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.3% | -1.4% |
| 7D | +4.9% | +3.0% | +2.0% | +4.2% |
| 30D | +11.9% | -14.6% | +26.6% | +15.2% |
| 3M | +13.7% | -12.4% | +26.1% | +13.9% |
| 6M | +13.1% | -15.0% | +28.1% | +12.5% |
| YTD | +32.0% | +34.3% | -2.3% | +15.4% |
| 1Y | +22.1% | +87.4% | -65.3% | -3.9% |
| 3Y | +77.5% | +139.8% | -62.3% | +24.6% |
| 5Y | +106.3% | +220.7% | -114.5% | +26.8% |
| All | +231.7% | +464.1% | -232.5% | +43.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling