+49.6%
CF vs AEE
+12.9%
+36.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -3.2% | +2.1% | -5.3% | -3.1% |
| 30D | +4.3% | +11.4% | -7.1% | +4.6% |
| 3M | +2.8% | +5.0% | -2.2% | +2.6% |
| 6M | +0.6% | +4.4% | -3.8% | +0.8% |
| YTD | +56.6% | +15.4% | +41.2% | +48.7% |
| 1Y | +49.6% | +13.8% | +35.8% | +42.8% |
| All | +49.6% | +12.9% | +36.7% | +42.8% |
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