+9.8%
CG vs AEIS
+228.8%
-219.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.8% | -5.0% | -3.4% |
| 7D | -1.3% | +8.1% | -9.4% | -4.7% |
| 30D | -3.2% | -11.1% | +8.0% | +1.0% |
| 3M | +6.2% | -5.6% | +11.9% | +3.7% |
| 6M | -4.7% | -0.6% | -4.0% | -13.0% |
| YTD | -20.6% | +38.0% | -58.7% | -41.4% |
| 1Y | -26.4% | +87.2% | -113.6% | -56.0% |
| 3Y | +55.4% | +179.7% | -124.3% | -31.6% |
| 5Y | +9.8% | +241.7% | -231.9% | -60.2% |
| All | +9.8% | +228.8% | -219.0% | -60.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling