+112.0%
CF vs AEIS
+109.5%
+2.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.1% | -5.4% | +0.6% |
| 7D | -3.2% | -11.3% | +8.1% | -3.0% |
| 30D | +4.3% | -32.6% | +36.9% | +5.2% |
| 3M | +2.8% | -39.2% | +42.0% | +4.0% |
| 6M | +0.6% | -45.4% | +46.0% | +2.1% |
| YTD | +56.6% | -5.8% | +62.4% | +48.6% |
| 1Y | +49.6% | -10.0% | +59.6% | +42.5% |
| 3Y | +61.5% | +121.2% | -59.7% | +31.1% |
| All | +112.0% | +109.5% | +2.5% | +63.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling