+568.0%
CF vs AEE
+202.7%
+365.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -3.2% | +2.1% | -5.3% | -3.8% |
| 30D | +4.3% | +11.4% | -7.1% | +1.1% |
| 3M | +2.8% | +5.0% | -2.2% | +1.2% |
| 6M | +0.6% | +4.4% | -3.8% | -1.0% |
| YTD | +56.6% | +15.4% | +41.2% | +49.1% |
| 1Y | +49.6% | +13.8% | +35.8% | +43.0% |
| 3Y | +61.5% | +58.0% | +3.5% | +37.6% |
| 5Y | +124.0% | +52.9% | +71.0% | +90.8% |
| All | +568.0% | +202.7% | +365.3% | +513.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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