+61.0%
CIFR vs AEE
+52.0%
+9.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.2% | -4.5% | -5.5% |
| 7D | -8.2% | -0.7% | -7.6% | -8.1% |
| 30D | -7.4% | -2.0% | -5.4% | -7.1% |
| 3M | -24.2% | -2.8% | -21.3% | -24.0% |
| 6M | +14.2% | -3.6% | +17.8% | +14.5% |
| YTD | +8.0% | +7.3% | +0.7% | +6.4% |
| 1Y | +55.5% | +8.7% | +46.8% | +52.9% |
| 3Y | +429.6% | +46.0% | +383.6% | +391.1% |
| 5Y | +20.8% | +39.8% | -19.0% | +10.2% |
| All | +61.0% | +52.0% | +9.0% | +45.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling