+306.8%
CFG vs AEE
+186.8%
+120.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.4% | -0.7% |
| 7D | -0.6% | +1.1% | -1.6% | -1.0% |
| 30D | -4.5% | 0.0% | -4.5% | -4.6% |
| 3M | +6.3% | -0.9% | +7.2% | +6.5% |
| 6M | +20.6% | -2.4% | +23.0% | +21.4% |
| YTD | +21.2% | +8.6% | +12.6% | +16.6% |
| 1Y | +38.2% | +10.2% | +28.0% | +31.9% |
| 3Y | +185.9% | +47.8% | +138.1% | +138.9% |
| 5Y | +97.0% | +40.1% | +56.9% | +66.4% |
| 10Y | +306.8% | +195.0% | +111.8% | +251.9% |
| All | +306.8% | +186.8% | +120.0% | +251.9% |
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