+284.3%
AEIS vs CRL
+1,647.7%
-1,363.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | +23.2% | +8.9% | +14.3% | +19.1% |
| 30D | -17.0% | +14.0% | -31.0% | -20.9% |
| 3M | -32.2% | +19.8% | -52.0% | -36.9% |
| 6M | -32.6% | +102.0% | -134.6% | -50.4% |
| YTD | +9.4% | +70.8% | -61.5% | -15.7% |
| 1Y | +7.7% | +98.7% | -91.1% | -22.3% |
| 3Y | +157.9% | +98.2% | +59.8% | +76.7% |
| 5Y | +154.8% | -11.7% | +166.4% | +136.2% |
| 10Y | +355.2% | +356.7% | -1.4% | +122.4% |
| All | +284.3% | +1,647.7% | -1,363.4% | +36.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling