+4,100.0%
CMG vs AEIS
+1,969.3%
+2,130.7%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -0.7% |
| 7D | -1.5% | +8.1% | -9.6% | -3.4% |
| 30D | +12.7% | -11.1% | +23.9% | +15.4% |
| 3M | +26.3% | -5.6% | +31.9% | +24.4% |
| 6M | +4.5% | -0.6% | +5.1% | -0.1% |
| YTD | -0.1% | +38.0% | -38.1% | -13.3% |
| 1Y | -6.8% | +87.2% | -94.0% | -26.2% |
| 3Y | -5.0% | +179.7% | -184.7% | -35.2% |
| 5Y | -3.0% | +241.7% | -244.8% | -38.6% |
| 10Y | +323.6% | +547.2% | -223.6% | +100.7% |
| All | +4,100.0% | +1,969.3% | +2,130.7% | +958.8% |
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