+114.5%
CF vs AEIS
+150.6%
-36.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.5% | -3.8% | +0.6% |
| 7D | +10.4% | +9.5% | +0.9% | +10.1% |
| 30D | +7.6% | -17.5% | +25.1% | +8.1% |
| 3M | +5.2% | -29.3% | +34.4% | +6.2% |
| 6M | -0.1% | -34.7% | +34.6% | +1.1% |
| YTD | +61.7% | +10.7% | +51.0% | +52.9% |
| 1Y | +50.3% | +7.4% | +42.9% | +42.5% |
| 3Y | +66.0% | +161.1% | -95.1% | +34.1% |
| 5Y | +114.5% | +150.7% | -36.2% | +64.5% |
| All | +114.5% | +150.6% | -36.0% | +64.5% |
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