Distribution-aware analytics for income portfolios

Add distribution-aware analytics for income portfolios. Risk and allocation metrics should use a consistent total-return basis that includes cash distributions, with the return basis shown clearly across Sharpe, Sortino, Treynor and efficient-frontier analysis. Add benchmark context suitable for income-focused assets and evaluate Omega ratio on the same return series. CEF premium/discount to NAV should remain a separate request because it requires reliable fund-level NAV data.

Also in scope: an array of income pure-play reference points on the efficient frontier (BDCs, preferreds, high yield, REITs, floating rate, CLOs and Treasuries across the curve), plotted alongside the portfolio so a diversified income mix can be compared against single-sleeve alternatives rather than an equity index. And constraints on the scenario optimizer: maximising Sharpe with no limits concentrates into whichever holding scores best, so the highest-Sharpe scenario can recommend abandoning diversification. Position caps and a diversification floor would keep the suggested allocations usable for an income portfolio.