+55.4%
CVS vs AEIS
+160.8%
-105.4%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +4.0% | +0.3% |
| 7D | -2.0% | -0.2% | -1.8% | -2.0% |
| 30D | +1.9% | -16.4% | +18.3% | +3.4% |
| 3M | -2.2% | -11.1% | +9.0% | -2.1% |
| 6M | +26.7% | -12.0% | +38.8% | +26.3% |
| YTD | +22.9% | +30.9% | -8.0% | +16.8% |
| 1Y | +32.9% | +74.3% | -41.4% | +21.9% |
| All | +55.4% | +160.8% | -105.4% | +28.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling