+2,161.3%
CVS vs AEIS
+1,985.6%
+175.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.5% | -0.1% |
| 7D | +6.6% | +11.5% | -4.9% | +5.4% |
| 30D | -0.4% | -15.8% | +15.3% | +0.9% |
| 3M | -5.3% | -33.3% | +28.1% | -2.2% |
| 6M | -7.7% | -35.2% | +27.5% | -5.3% |
| YTD | +16.0% | +5.0% | +11.0% | +13.2% |
| 1Y | +16.2% | +8.5% | +7.7% | +12.9% |
| 3Y | +47.6% | +152.9% | -105.3% | +30.0% |
| 5Y | +12.3% | +144.6% | -132.3% | -1.9% |
| 10Y | +62.4% | +337.1% | -274.7% | +29.4% |
| All | +2,161.3% | +1,985.6% | +175.7% | +1,278.5% |
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