+626.9%
CEG vs AEIS
+222.8%
+404.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.3% |
| 7D | +1.3% | +6.5% | -5.1% | -1.0% |
| 30D | +8.8% | -9.2% | +18.0% | +12.1% |
| 3M | +17.0% | -8.3% | +25.3% | +16.7% |
| 6M | -8.7% | -6.3% | -2.4% | -11.3% |
| YTD | -16.4% | +36.5% | -52.9% | -31.7% |
| 1Y | -1.8% | +84.8% | -86.5% | -30.0% |
| 3Y | +175.8% | +176.6% | -0.8% | +63.5% |
| All | +626.9% | +222.8% | +404.1% | +294.3% |
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