+89.9%
CVE vs AEIS
+2,199.0%
-2,109.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.7% | -2.0% |
| 7D | +2.5% | +3.0% | -0.5% | +1.5% |
| 30D | +16.7% | -14.6% | +31.4% | +21.6% |
| 3M | +9.3% | -12.4% | +21.7% | +10.0% |
| 6M | +43.6% | -15.0% | +58.6% | +42.6% |
| YTD | +93.6% | +34.3% | +59.3% | +64.7% |
| 1Y | +98.8% | +87.4% | +11.4% | +49.2% |
| 3Y | +73.6% | +139.8% | -66.2% | +15.2% |
| 5Y | +312.5% | +220.7% | +91.7% | +140.2% |
| 10Y | +161.0% | +531.6% | -370.6% | +16.3% |
| All | +89.9% | +2,199.0% | -2,109.1% | -45.5% |
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