+470.7%
CF vs AEIS
+350.2%
+120.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.6% |
| 7D | +5.4% | +23.2% | -17.9% | +1.1% |
| 30D | +6.5% | -17.0% | +23.5% | +9.2% |
| 3M | +4.6% | -32.2% | +36.8% | +11.0% |
| 6M | -3.3% | -32.6% | +29.2% | +0.4% |
| YTD | +63.9% | +9.4% | +54.5% | +45.4% |
| 1Y | +50.4% | +7.7% | +42.8% | +33.7% |
| 3Y | +68.2% | +157.9% | -89.7% | +8.4% |
| 5Y | +113.8% | +154.8% | -40.9% | +31.2% |
| All | +470.7% | +350.2% | +120.5% | +150.4% |
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