-37.7%
CAG vs AEIS
+562.2%
-599.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.9% | -5.6% | -0.9% |
| 7D | -5.7% | +2.3% | -7.9% | -5.8% |
| 30D | -2.4% | -14.8% | +12.4% | -1.8% |
| 3M | +9.8% | -15.6% | +25.4% | +10.1% |
| 6M | -10.8% | -8.7% | -2.1% | -11.3% |
| YTD | -10.8% | +37.3% | -48.1% | -13.8% |
| 1Y | -19.0% | +80.3% | -99.3% | -23.3% |
| 3Y | -39.7% | +177.9% | -217.6% | -45.5% |
| 5Y | -43.0% | +235.8% | -278.8% | -50.2% |
| All | -37.7% | +562.2% | -599.9% | -56.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling