+580.6%
CF vs AEIS
+523.4%
+57.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.4% | -5.6% | -3.7% |
| 7D | +6.0% | +3.0% | +3.0% | +5.3% |
| 30D | +14.8% | -14.6% | +29.5% | +18.1% |
| 3M | +14.1% | -12.4% | +26.5% | +14.4% |
| 6M | +28.5% | -15.0% | +43.5% | +26.8% |
| YTD | +74.9% | +34.3% | +40.7% | +51.2% |
| 1Y | +61.7% | +87.4% | -25.7% | +25.6% |
| 3Y | +80.3% | +139.8% | -59.5% | +23.2% |
| 5Y | +226.0% | +220.7% | +5.2% | +92.1% |
| All | +580.6% | +523.4% | +57.3% | +150.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling