+5,294.5%
CF vs AEIS
+1,821.7%
+3,472.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -12.2% | +18.4% | +9.2% |
| 7D | +0.4% | -22.6% | +23.0% | +6.1% |
| 30D | +2.2% | -38.7% | +40.9% | +13.9% |
| 3M | +2.1% | -43.6% | +45.7% | +15.0% |
| 6M | -6.5% | -46.2% | +39.7% | +3.4% |
| YTD | +55.6% | -11.2% | +66.8% | +44.9% |
| 1Y | +42.3% | -17.7% | +60.0% | +35.0% |
| 3Y | +55.7% | +104.1% | -48.3% | +6.0% |
| 5Y | +122.4% | +98.5% | +23.9% | +45.9% |
| 10Y | +568.5% | +302.0% | +266.5% | +217.3% |
| All | +5,294.5% | +1,821.7% | +3,472.8% | +1,107.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling