+350.2%
CG vs AEIS
+2,022.0%
-1,671.8%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -4.0% | -2.5% |
| 7D | -4.3% | +3.0% | -7.3% | -5.3% |
| 30D | -5.1% | -14.6% | +9.6% | -0.4% |
| 3M | +8.7% | -12.4% | +21.1% | +10.1% |
| 6M | -9.2% | -15.0% | +5.7% | -8.9% |
| YTD | -18.9% | +34.3% | -53.2% | -32.3% |
| 1Y | -25.6% | +87.4% | -113.0% | -46.1% |
| 3Y | +57.3% | +139.8% | -82.5% | +1.8% |
| 5Y | +10.2% | +220.7% | -210.6% | -35.7% |
| 10Y | +364.2% | +531.6% | -167.4% | +104.5% |
| All | +350.2% | +2,022.0% | -1,671.8% | +54.0% |
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