+138.2%
CIFR vs AEE
+65.0%
+73.2%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.1% | -5.2% | -4.1% |
| 7D | +4.8% | +1.7% | +3.1% | +4.8% |
| 30D | -31.0% | +9.7% | -40.7% | -31.5% |
| 3M | -58.7% | +5.9% | -64.6% | -58.8% |
| 6M | -67.7% | +6.7% | -74.4% | -67.9% |
| YTD | -53.5% | +17.4% | -70.9% | -54.7% |
| 1Y | -54.1% | +12.7% | -66.7% | -54.7% |
| 3Y | +138.2% | +68.2% | +70.0% | +88.8% |
| All | +138.2% | +65.0% | +73.2% | +88.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling