+61.5%
CF vs AEIS
+117.1%
-55.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.1% | -5.4% | +0.9% |
| 7D | -3.2% | -11.3% | +8.1% | -3.5% |
| 30D | +4.3% | -32.6% | +36.9% | +3.2% |
| 3M | +2.8% | -39.2% | +42.0% | +1.6% |
| 6M | +0.6% | -45.4% | +46.0% | -0.3% |
| YTD | +56.6% | -5.8% | +62.4% | +49.4% |
| 1Y | +49.6% | -10.0% | +59.6% | +43.1% |
| 3Y | +61.5% | +121.2% | -59.7% | +36.3% |
| All | +61.5% | +117.1% | -55.6% | +36.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling