-8.0%
CEG vs AEIS
-35.1%
+27.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.5% | -1.9% | +1.2% |
| 7D | +11.8% | +9.5% | +2.3% | +8.3% |
| 30D | -6.5% | -17.5% | +11.0% | -2.8% |
| 3M | -1.2% | -29.3% | +28.1% | +5.8% |
| 6M | -8.0% | -34.7% | +26.7% | -1.1% |
| All | -8.0% | -35.1% | +27.0% | -1.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling