+322.0%
CMG vs AEIS
+562.2%
-240.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.9% | -4.7% | -0.9% |
| 7D | -2.1% | +2.3% | -4.3% | -2.6% |
| 30D | +10.9% | -14.8% | +25.7% | +14.2% |
| 3M | +15.8% | -15.6% | +31.4% | +17.3% |
| 6M | +6.9% | -8.7% | +15.6% | +4.6% |
| YTD | -2.2% | +37.3% | -39.5% | -14.5% |
| 1Y | -7.1% | +80.3% | -87.4% | -25.2% |
| 3Y | -7.1% | +177.9% | -185.1% | -36.1% |
| 5Y | -4.8% | +235.8% | -240.6% | -39.3% |
| All | +322.0% | +562.2% | -240.2% | +109.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling