+362.4%
CFG vs AEE
+297.1%
+65.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.1% | -0.1% |
| 7D | +1.5% | +0.3% | +1.2% | +1.4% |
| 30D | -3.8% | -2.3% | -1.6% | -3.0% |
| 3M | +11.5% | +0.2% | +11.3% | +11.2% |
| 6M | +19.2% | -4.7% | +23.9% | +20.9% |
| YTD | +23.7% | +8.1% | +15.6% | +19.7% |
| 1Y | +38.8% | +8.5% | +30.3% | +34.0% |
| 3Y | +178.9% | +48.9% | +130.0% | +137.7% |
| 5Y | +101.8% | +39.9% | +61.9% | +74.3% |
| 10Y | +317.3% | +186.5% | +130.7% | +240.4% |
| All | +362.4% | +297.1% | +65.3% | +241.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling