+62.8%
CVE vs AEIS
+1,419.5%
-1,356.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -12.2% | +9.5% | +0.8% |
| 7D | -14.1% | -22.6% | +8.5% | -7.9% |
| 30D | -11.6% | -38.7% | +27.1% | +0.8% |
| 3M | 0.0% | -43.6% | +43.6% | +15.7% |
| 6M | -8.4% | -46.2% | +37.9% | +4.1% |
| YTD | +65.9% | -11.2% | +77.1% | +56.7% |
| 1Y | +69.4% | -17.7% | +87.1% | +63.2% |
| 3Y | +55.9% | +104.1% | -48.2% | +6.2% |
| 5Y | +146.2% | +98.5% | +47.6% | +62.7% |
| 10Y | +140.6% | +302.0% | -161.4% | +20.4% |
| All | +62.8% | +1,419.5% | -1,356.7% | -48.1% |
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