+140.8%
AEIS vs CRL
-6.0%
+146.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +4.7% | +6.6% | +9.5% |
| 7D | +1.0% | +4.4% | -3.4% | -0.1% |
| 30D | -24.0% | +17.1% | -41.1% | -27.9% |
| 3M | -32.5% | +32.1% | -64.6% | -38.9% |
| 6M | -38.6% | +98.9% | -137.5% | -53.2% |
| YTD | +4.8% | +77.1% | -72.3% | -17.9% |
| 1Y | +1.3% | +110.3% | -108.9% | -26.4% |
| 3Y | +159.2% | +108.5% | +50.7% | +79.0% |
| 5Y | +140.8% | -7.9% | +148.7% | +125.3% |
| All | +140.8% | -6.0% | +146.8% | +125.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling