-42.6%
CAG vs AEIS
+219.6%
-262.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.1% | +1.4% | -2.8% |
| 7D | -5.9% | -0.2% | -5.7% | -5.9% |
| 30D | -1.5% | -16.4% | +14.9% | -2.0% |
| 3M | +11.5% | -11.1% | +22.6% | +11.1% |
| 6M | -15.7% | -12.0% | -3.7% | -16.0% |
| YTD | -10.2% | +30.9% | -41.1% | -10.6% |
| 1Y | -18.1% | +74.3% | -92.4% | -18.6% |
| 3Y | -39.4% | +165.2% | -204.6% | -40.5% |
| 5Y | -42.6% | +220.0% | -262.6% | -45.1% |
| All | -42.6% | +219.6% | -262.1% | -45.1% |
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