+308.6%
CFG vs AEIS
+546.3%
-237.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -3.9% | -2.2% |
| 7D | +2.7% | +8.1% | -5.4% | -0.4% |
| 30D | -3.7% | -11.1% | +7.4% | +0.2% |
| 3M | +9.5% | -5.6% | +15.1% | +7.5% |
| 6M | +22.2% | -0.6% | +22.9% | +14.8% |
| YTD | +22.3% | +38.0% | -15.7% | -1.6% |
| 1Y | +39.4% | +87.2% | -47.8% | -3.6% |
| 3Y | +188.5% | +179.7% | +8.8% | +59.5% |
| 5Y | +101.5% | +241.7% | -140.2% | -2.1% |
| 10Y | +308.6% | +547.2% | -238.5% | +29.7% |
| All | +308.6% | +546.3% | -237.7% | +29.7% |
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