+173.3%
CFG vs AEIS
+117.1%
+56.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.1% | -7.0% | -2.4% |
| 7D | -0.9% | -11.3% | +10.4% | +1.3% |
| 30D | +1.1% | -32.6% | +33.7% | +10.2% |
| 3M | -12.0% | -39.2% | +27.2% | -2.1% |
| 6M | -2.2% | -45.4% | +43.1% | +9.6% |
| YTD | +11.4% | -5.8% | +17.2% | +0.2% |
| 1Y | +27.8% | -10.0% | +37.8% | +16.6% |
| 3Y | +173.3% | +121.2% | +52.1% | +56.5% |
| All | +173.3% | +117.1% | +56.2% | +56.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling