+274.8%
CG vs AEIS
+332.3%
-57.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.0% | +5.0% | +2.5% |
| 7D | +0.2% | +11.5% | -11.3% | -4.0% |
| 30D | +11.2% | -15.8% | +26.9% | +16.1% |
| 3M | -22.1% | -33.3% | +11.2% | -12.0% |
| 6M | -17.9% | -35.2% | +17.3% | -9.7% |
| YTD | -31.3% | +5.0% | -36.3% | -40.9% |
| 1Y | -24.0% | +8.5% | -32.4% | -35.6% |
| 3Y | +45.0% | +152.9% | -107.9% | -18.4% |
| 5Y | -22.6% | +144.6% | -167.3% | -56.3% |
| All | +274.8% | +332.3% | -57.5% | +58.1% |
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 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