-7.1%
CMG vs AEIS
+81.9%
-89.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.9% | -4.7% | +0.3% |
| 7D | -2.1% | +2.3% | -4.3% | -2.0% |
| 30D | +10.9% | -14.8% | +25.7% | +10.9% |
| 3M | +15.8% | -15.6% | +31.4% | +15.3% |
| 6M | +6.9% | -8.7% | +15.6% | +5.3% |
| YTD | -2.2% | +37.3% | -39.5% | -7.6% |
| 1Y | -7.1% | +80.3% | -87.4% | -13.3% |
| All | -7.1% | +81.9% | -89.0% | -13.3% |
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