+299.6%
CG vs AEIS
+1,574.7%
-1,275.1%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.8% |
| 7D | +2.0% | -6.9% | +8.8% | +3.7% |
| 30D | +8.5% | -23.2% | +31.7% | +16.7% |
| 3M | -12.1% | -29.5% | +17.3% | -4.0% |
| 6M | -16.4% | -37.9% | +21.5% | -7.3% |
| YTD | -28.0% | +6.0% | -34.0% | -36.4% |
| 1Y | -18.9% | +1.2% | -20.1% | -27.3% |
| 3Y | +51.2% | +150.0% | -98.7% | -5.7% |
| 5Y | -15.9% | +141.9% | -157.7% | -47.3% |
| 10Y | +305.9% | +356.2% | -50.2% | +92.7% |
| All | +299.6% | +1,574.7% | -1,275.1% | +44.7% |
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