+237.0%
CFG vs AEIS
+358.4%
-121.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +11.3% | -8.4% | -1.2% |
| 7D | +0.3% | +1.0% | -0.7% | -1.3% |
| 30D | +3.2% | -24.0% | +27.3% | +12.1% |
| 3M | -9.7% | -32.5% | +22.8% | +1.3% |
| 6M | +3.6% | -38.6% | +42.2% | +16.1% |
| YTD | +14.7% | +4.8% | +9.8% | -0.6% |
| 1Y | +29.6% | +1.3% | +28.2% | +13.6% |
| 3Y | +190.6% | +159.2% | +31.3% | +58.1% |
| 5Y | +67.1% | +140.8% | -73.7% | -9.5% |
| 10Y | +237.0% | +349.8% | -112.8% | +27.8% |
| All | +237.0% | +358.4% | -121.4% | +27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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