+362.4%
CFG vs AEIS
+1,452.1%
-1,089.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -1.0% |
| 7D | +1.5% | +3.0% | -1.4% | +0.4% |
| 30D | -3.8% | -14.6% | +10.8% | +1.6% |
| 3M | +11.5% | -12.4% | +23.9% | +12.6% |
| 6M | +19.2% | -15.0% | +34.2% | +19.4% |
| YTD | +23.7% | +34.3% | -10.6% | +1.2% |
| 1Y | +38.8% | +87.4% | -48.5% | -3.2% |
| 3Y | +178.9% | +139.8% | +39.1% | +67.3% |
| 5Y | +101.8% | +220.7% | -119.0% | +3.0% |
| 10Y | +317.3% | +531.6% | -214.3% | +41.1% |
| All | +362.4% | +1,452.1% | -1,089.8% | +22.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling