+112.0%
CF vs AEE
+52.8%
+59.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -3.2% | +2.1% | -5.3% | -3.6% |
| 30D | +4.3% | +11.4% | -7.1% | +2.0% |
| 3M | +2.8% | +5.0% | -2.2% | +1.7% |
| 6M | +0.6% | +4.4% | -3.8% | -0.5% |
| YTD | +56.6% | +15.4% | +41.2% | +50.6% |
| 1Y | +49.6% | +13.8% | +35.8% | +44.3% |
| 3Y | +61.5% | +58.0% | +3.5% | +40.8% |
| All | +112.0% | +52.8% | +59.2% | +81.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling