+355.1%
AEM vs CRS
+1,392.1%
-1,037.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.0% |
| 7D | -2.1% | -6.8% | +4.6% | -1.5% |
| 30D | +8.4% | -16.1% | +24.6% | +10.1% |
| 3M | +27.3% | -21.2% | +48.5% | +29.9% |
| 6M | -9.7% | +8.7% | -18.3% | -10.6% |
| YTD | +19.0% | +41.0% | -22.0% | +15.2% |
| 1Y | +31.5% | +82.7% | -51.2% | +24.4% |
| 3Y | +338.7% | +604.8% | -266.1% | +267.0% |
| 5Y | +307.4% | +1,384.7% | -1,077.3% | +220.4% |
| All | +355.1% | +1,392.1% | -1,037.0% | +229.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling