+487.0%
CF vs AEIS
+358.4%
+128.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +11.3% | -11.4% | -2.2% |
| 7D | -0.9% | +1.0% | -1.8% | -1.7% |
| 30D | +6.9% | -24.0% | +31.0% | +11.6% |
| 3M | +4.8% | -32.5% | +37.4% | +11.1% |
| 6M | +4.7% | -38.6% | +43.2% | +10.8% |
| YTD | +56.5% | +4.8% | +51.6% | +40.0% |
| 1Y | +48.4% | +1.3% | +47.1% | +33.6% |
| 3Y | +59.1% | +159.2% | -100.1% | +1.7% |
| 5Y | +109.5% | +140.8% | -31.3% | +30.2% |
| 10Y | +487.0% | +349.8% | +137.2% | +160.1% |
| All | +487.0% | +358.4% | +128.5% | +160.1% |
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 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