-7.6%
CMG vs AEIS
+172.0%
-179.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -2.4% |
| 7D | -6.5% | +6.5% | -12.9% | -7.0% |
| 30D | +12.1% | -9.2% | +21.3% | +12.9% |
| 3M | +20.6% | -8.3% | +28.9% | +19.7% |
| 6M | +2.1% | -6.3% | +8.4% | 0.0% |
| YTD | -2.6% | +36.5% | -39.1% | -11.3% |
| 1Y | -8.7% | +84.8% | -93.5% | -22.2% |
| All | -7.6% | +172.0% | -179.6% | -30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling