+639.7%
CEG vs AEIS
+226.4%
+413.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -1.0% |
| 7D | +6.7% | +8.1% | -1.4% | +3.7% |
| 30D | +11.0% | -11.1% | +22.1% | +15.2% |
| 3M | +19.5% | -5.6% | +25.1% | +17.8% |
| 6M | -5.9% | -0.6% | -5.2% | -10.8% |
| YTD | -15.0% | +38.0% | -53.0% | -30.8% |
| 1Y | +0.6% | +87.2% | -86.6% | -28.7% |
| 3Y | +180.6% | +179.7% | +0.9% | +65.7% |
| All | +639.7% | +226.4% | +413.2% | +299.6% |
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 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