+338.7%
AEM vs CRS
+612.2%
-273.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.0% |
| 7D | -2.1% | -6.8% | +4.6% | -1.3% |
| 30D | +8.4% | -16.1% | +24.6% | +10.8% |
| 3M | +27.3% | -21.2% | +48.5% | +30.9% |
| 6M | -9.7% | +8.7% | -18.3% | -11.0% |
| YTD | +19.0% | +41.0% | -22.0% | +14.3% |
| 1Y | +31.5% | +82.7% | -51.2% | +23.6% |
| 3Y | +338.7% | +604.8% | -266.1% | +253.9% |
| All | +338.7% | +612.2% | -273.5% | +253.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling