+159.2%
AEIS vs CRL
+99.4%
+59.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +4.7% | +6.6% | +9.6% |
| 7D | +1.0% | +4.4% | -3.4% | 0.0% |
| 30D | -24.0% | +17.1% | -41.1% | -27.5% |
| 3M | -32.5% | +32.1% | -64.6% | -38.3% |
| 6M | -38.6% | +98.9% | -137.5% | -52.0% |
| YTD | +4.8% | +77.1% | -72.3% | -15.7% |
| 1Y | +1.3% | +110.3% | -108.9% | -24.5% |
| 3Y | +159.2% | +108.5% | +50.7% | +61.6% |
| All | +159.2% | +99.4% | +59.8% | +61.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling