+39.2%
AEM vs CRS
+102.1%
-62.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.8% | -1.5% |
| 7D | -0.5% | -0.2% | -0.3% | -0.5% |
| 30D | +24.0% | -16.6% | +40.6% | +28.3% |
| 3M | +16.1% | -3.5% | +19.6% | +16.1% |
| 6M | -11.6% | +15.4% | -27.1% | -15.4% |
| YTD | +21.5% | +51.2% | -29.6% | +13.2% |
| 1Y | +39.2% | +98.3% | -59.1% | +29.8% |
| All | +39.2% | +102.1% | -62.9% | +29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 1y: compounded portfolio wealth divided by compounded CRS 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…
1y analysis · Full analysis span regression · 6 months rolling