+101.5%
CFG vs AEE
+43.4%
+58.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.5% |
| 7D | +2.7% | +1.3% | +1.4% | +2.2% |
| 30D | -3.7% | -1.2% | -2.4% | -3.3% |
| 3M | +9.5% | +1.0% | +8.4% | +8.9% |
| 6M | +22.2% | -2.3% | +24.5% | +22.9% |
| YTD | +22.3% | +9.1% | +13.2% | +17.7% |
| 1Y | +39.4% | +10.6% | +28.9% | +33.3% |
| 3Y | +188.5% | +48.5% | +140.0% | +141.9% |
| 5Y | +101.5% | +39.9% | +61.7% | +68.9% |
| All | +101.5% | +43.4% | +58.1% | +68.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling