-27.0%
CG vs AEIS
+3.6%
-30.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.2% | -3.1% | -4.1% |
| 7D | -1.5% | +23.2% | -24.7% | -3.8% |
| 30D | +5.7% | -17.0% | +22.7% | +7.3% |
| 3M | -17.9% | -32.2% | +14.3% | -14.6% |
| 6M | -20.2% | -32.6% | +12.4% | -17.8% |
| YTD | -32.0% | +9.4% | -41.4% | -40.5% |
| 1Y | -27.0% | +7.7% | -34.7% | -35.8% |
| All | -27.0% | +3.6% | -30.7% | -35.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling