+70.2%
CIFR vs AEP
+66.2%
+4.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.1% | +5.8% | +5.7% |
| 7D | -5.0% | -0.9% | -4.1% | -5.0% |
| 30D | -5.7% | -1.1% | -4.6% | -5.6% |
| 3M | -25.5% | -3.3% | -22.3% | -25.6% |
| 6M | +19.4% | -4.6% | +24.1% | +19.4% |
| YTD | +14.2% | +9.4% | +4.7% | +14.2% |
| 1Y | +69.0% | +16.9% | +52.1% | +69.5% |
| 3Y | +503.9% | +76.6% | +427.3% | +457.9% |
| 5Y | +27.7% | +66.2% | -38.5% | +18.0% |
| All | +70.2% | +66.2% | +4.0% | +58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 AEP 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