+320.2%
CVE vs AEIS
+219.5%
+100.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.7% | -1.8% |
| 7D | +2.5% | +3.0% | -0.5% | +1.8% |
| 30D | +16.7% | -14.6% | +31.4% | +20.2% |
| 3M | +9.3% | -12.4% | +21.7% | +9.8% |
| 6M | +43.6% | -15.0% | +58.6% | +42.4% |
| YTD | +93.6% | +34.3% | +59.3% | +67.1% |
| 1Y | +98.8% | +87.4% | +11.4% | +52.3% |
| 3Y | +73.6% | +139.8% | -66.2% | +17.4% |
| All | +320.2% | +219.5% | +100.6% | +149.2% |
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 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