+208.5%
CFG vs AEE
+222.5%
-14.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.2% |
| 7D | +3.2% | +1.7% | +1.5% | +2.5% |
| 30D | +5.1% | +9.7% | -4.6% | +1.2% |
| 3M | -11.2% | +5.9% | -17.2% | -13.4% |
| 6M | +9.6% | +6.7% | +2.9% | +6.4% |
| YTD | +15.0% | +17.4% | -2.4% | +6.9% |
| 1Y | +29.9% | +12.7% | +17.2% | +22.8% |
| 3Y | +192.1% | +68.2% | +123.9% | +129.9% |
| 5Y | +62.3% | +57.3% | +5.0% | +30.0% |
| All | +208.5% | +222.5% | -14.0% | +178.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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