+34.8%
CF vs AEIS
+6.2%
+28.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -11.1% | +6.8% | -5.8% |
| 7D | -6.9% | -12.7% | +5.8% | -8.3% |
| 30D | -3.7% | -28.8% | +25.1% | -7.4% |
| 3M | -5.0% | -38.0% | +33.1% | -9.7% |
| 6M | -10.5% | -45.3% | +34.8% | -15.3% |
| YTD | +46.5% | +1.1% | +45.4% | +39.7% |
| 1Y | +34.8% | +8.6% | +26.2% | +27.1% |
| All | +34.8% | +6.2% | +28.6% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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