+50.7%
CF vs AEE
+12.4%
+38.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +2.6% |
| 7D | +4.8% | +3.0% | +1.8% | +4.9% |
| 30D | +9.7% | +11.2% | -1.5% | +10.0% |
| 3M | +1.2% | +7.0% | -5.8% | +1.2% |
| 6M | +7.4% | +5.7% | +1.7% | +7.7% |
| YTD | +60.5% | +16.2% | +44.3% | +51.9% |
| 1Y | +50.7% | +12.0% | +38.7% | +44.2% |
| All | +50.7% | +12.4% | +38.4% | +44.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling