+26.7%
CFG vs AEE
+11.1%
+15.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | +1.6% | +0.6% | +1.0% | +1.5% |
| 30D | +3.3% | +8.8% | -5.5% | +1.8% |
| 3M | -11.5% | +5.1% | -16.6% | -12.4% |
| 6M | +6.2% | +5.2% | +1.1% | +5.1% |
| YTD | +14.3% | +16.1% | -1.8% | +13.5% |
| 1Y | +26.7% | +10.4% | +16.3% | +25.5% |
| All | +26.7% | +11.1% | +15.6% | +25.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling