+50.3%
CF vs AEE
+11.8%
+38.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.7% |
| 7D | +10.4% | +0.2% | +10.2% | +10.4% |
| 30D | +7.6% | +9.7% | -2.2% | +7.8% |
| 3M | +5.2% | +5.8% | -0.7% | +5.1% |
| 6M | -0.1% | +4.5% | -4.5% | +0.1% |
| YTD | +61.7% | +15.8% | +45.9% | +53.1% |
| 1Y | +50.3% | +10.8% | +39.6% | +43.7% |
| All | +50.3% | +11.8% | +38.5% | +43.7% |
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 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