-30.7%
CIFR vs AEIS
+203.2%
-233.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.0% | -0.1% | -0.9% |
| 7D | +4.8% | +11.5% | -6.7% | -4.3% |
| 30D | -31.0% | -15.8% | -15.2% | -19.1% |
| 3M | -58.7% | -33.3% | -25.4% | -41.5% |
| 6M | -67.7% | -35.2% | -32.5% | -54.2% |
| YTD | -53.5% | +5.0% | -58.5% | -57.1% |
| 1Y | -54.1% | +8.5% | -62.5% | -58.6% |
| 3Y | +138.2% | +152.9% | -14.7% | +23.8% |
| 5Y | -18.5% | +144.6% | -163.2% | -57.6% |
| All | -30.7% | +203.2% | -233.9% | -64.5% |
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 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