+356.2%
AEIS vs CRL
+353.6%
+2.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.2% | +2.2% |
| 7D | -6.9% | -1.7% | -5.2% | -5.6% |
| 30D | -23.2% | +14.6% | -37.8% | -27.8% |
| 3M | -29.5% | +24.8% | -54.3% | -36.8% |
| 6M | -37.9% | +94.7% | -132.6% | -56.7% |
| YTD | +6.0% | +73.4% | -67.4% | -23.7% |
| 1Y | +1.2% | +104.7% | -103.4% | -33.7% |
| 3Y | +150.0% | +101.1% | +48.9% | +51.0% |
| 5Y | +141.9% | -10.8% | +152.6% | +132.7% |
| 10Y | +356.2% | +358.8% | -2.6% | +51.7% |
| All | +356.2% | +353.6% | +2.5% | +51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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