+487.0%
CF vs AEE
+205.5%
+281.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.4% |
| 7D | -0.9% | +2.3% | -3.2% | -1.6% |
| 30D | +6.9% | +11.6% | -4.6% | +3.5% |
| 3M | +4.8% | +5.5% | -0.7% | +3.1% |
| 6M | +4.7% | +6.0% | -1.4% | +2.5% |
| YTD | +56.5% | +16.6% | +39.9% | +48.3% |
| 1Y | +48.4% | +12.1% | +36.4% | +42.4% |
| 3Y | +59.1% | +64.2% | -5.1% | +33.2% |
| 5Y | +109.5% | +59.1% | +50.4% | +75.4% |
| 10Y | +487.0% | +210.2% | +276.8% | +411.5% |
| All | +487.0% | +205.5% | +281.4% | +411.5% |
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