-35.4%
CG vs AEIS
+81.9%
-117.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.9% | -6.6% | -2.4% |
| 7D | -9.9% | +2.3% | -12.1% | -10.2% |
| 30D | -11.7% | -14.8% | +3.2% | -9.8% |
| 3M | -4.3% | -15.6% | +11.3% | -3.1% |
| 6M | -8.8% | -8.7% | -0.1% | -10.5% |
| YTD | -26.9% | +37.3% | -64.2% | -35.1% |
| 1Y | -35.4% | +80.3% | -115.8% | -46.8% |
| All | -35.4% | +81.9% | -117.3% | -46.8% |
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