+13.0%
CVS vs AEIS
+142.3%
-129.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.5% | -0.1% |
| 7D | +6.6% | +11.5% | -4.9% | +5.3% |
| 30D | -0.4% | -15.8% | +15.3% | +0.9% |
| 3M | -5.3% | -33.3% | +28.1% | -2.1% |
| 6M | -7.7% | -35.2% | +27.5% | -5.1% |
| YTD | +16.0% | +5.0% | +11.0% | +11.4% |
| 1Y | +16.2% | +8.5% | +7.7% | +11.1% |
| 3Y | +47.6% | +152.9% | -105.3% | +22.3% |
| All | +13.0% | +142.3% | -129.4% | -9.6% |
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