+471.5%
CF vs AEIS
+332.3%
+139.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.1% | +0.9% |
| 7D | +4.8% | +11.5% | -6.7% | +2.5% |
| 30D | +4.7% | -15.8% | +20.5% | +7.0% |
| 3M | +7.4% | -33.3% | +40.7% | +14.2% |
| 6M | +0.6% | -35.2% | +35.8% | +5.2% |
| YTD | +64.1% | +5.0% | +59.1% | +46.7% |
| 1Y | +51.4% | +8.5% | +42.9% | +33.8% |
| 3Y | +67.8% | +152.9% | -85.1% | +8.2% |
| 5Y | +114.1% | +144.6% | -30.5% | +32.4% |
| All | +471.5% | +332.3% | +139.1% | +152.7% |
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