+302.1%
AEM vs CRL
+99.6%
+202.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.5% | -4.0% |
| 7D | -5.6% | +8.9% | -14.5% | -6.2% |
| 30D | -3.9% | +14.0% | -17.9% | -5.0% |
| 3M | -3.4% | +19.8% | -23.3% | -5.0% |
| 6M | -9.0% | +102.0% | -111.1% | -12.8% |
| YTD | +5.9% | +70.8% | -64.9% | +1.7% |
| 1Y | +4.0% | +98.7% | -94.7% | -0.3% |
| All | +302.1% | +99.6% | +202.5% | +285.1% |
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