+221.1%
CFG vs AEE
+212.4%
+8.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.0% | +1.9% | +2.5% |
| 7D | +0.3% | +2.3% | -2.1% | -0.7% |
| 30D | +3.2% | +11.6% | -8.4% | -1.3% |
| 3M | -9.7% | +5.5% | -15.2% | -11.7% |
| 6M | +3.6% | +6.0% | -2.4% | +0.9% |
| YTD | +14.7% | +16.6% | -1.9% | +6.9% |
| 1Y | +29.6% | +12.1% | +17.5% | +22.7% |
| 3Y | +190.6% | +64.2% | +126.3% | +130.9% |
| 5Y | +67.1% | +59.1% | +8.0% | +33.0% |
| All | +221.1% | +212.4% | +8.7% | +184.9% |
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