+241.7%
AEIS vs CRL
-37.4%
+279.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.7% | +5.5% | +3.7% |
| 7D | +8.1% | -0.6% | +8.7% | +8.3% |
| 30D | -11.1% | +5.0% | -16.1% | -12.8% |
| 3M | -5.6% | +50.6% | -56.2% | -19.8% |
| 6M | -0.6% | +60.9% | -61.6% | -19.3% |
| YTD | +38.0% | +40.7% | -2.7% | +17.6% |
| 1Y | +87.2% | +73.3% | +13.9% | +44.3% |
| 3Y | +179.7% | +40.6% | +139.1% | +124.8% |
| 5Y | +241.7% | -37.0% | +278.7% | +241.6% |
| All | +241.7% | -37.4% | +279.2% | +241.6% |
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 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