+201.7%
CAG vs AEIS
+2,566.8%
-2,365.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.3% | -1.0% |
| 7D | -3.8% | +3.0% | -6.8% | -3.9% |
| 30D | +3.1% | -14.6% | +17.8% | +3.7% |
| 3M | +23.5% | -12.4% | +35.9% | +23.6% |
| 6M | -14.8% | -15.0% | +0.1% | -14.9% |
| YTD | -5.4% | +34.3% | -39.7% | -7.3% |
| 1Y | -11.8% | +87.4% | -99.2% | -14.9% |
| 3Y | -36.7% | +139.8% | -176.4% | -40.0% |
| 5Y | -40.3% | +220.7% | -261.0% | -44.4% |
| 10Y | -37.0% | +531.6% | -568.6% | -44.1% |
| All | +201.7% | +2,566.8% | -2,365.1% | +154.0% |
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