+8.5%
AEIS vs CRL
+99.6%
-91.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.1% | -3.8% |
| 7D | +11.5% | +0.1% | +11.4% | +11.5% |
| 30D | -15.8% | +11.9% | -27.7% | -16.0% |
| 3M | -33.3% | +20.2% | -53.5% | -33.9% |
| 6M | -35.2% | +107.5% | -142.7% | -38.6% |
| YTD | +5.0% | +69.4% | -64.4% | +4.2% |
| 1Y | +8.5% | +99.7% | -91.3% | +1.3% |
| All | +8.5% | +99.6% | -91.1% | +1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling