+639.5%
CEG vs AEIS
+217.6%
+421.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.4% | +2.5% | +4.0% |
| 7D | +8.0% | +3.0% | +5.1% | +6.8% |
| 30D | +12.9% | -14.6% | +27.6% | +19.0% |
| 3M | +13.2% | -12.4% | +25.6% | +14.8% |
| 6M | -7.0% | -15.0% | +8.0% | -6.2% |
| YTD | -15.0% | +34.3% | -49.3% | -30.1% |
| 1Y | -2.7% | +87.4% | -90.1% | -31.3% |
| 3Y | +184.1% | +139.8% | +44.3% | +74.5% |
| All | +639.5% | +217.6% | +421.9% | +303.5% |
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