+299.9%
AEM vs CRS
+1,358.7%
-1,058.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.2% | -0.7% | -2.6% |
| 7D | -5.0% | -4.1% | -0.9% | -4.5% |
| 30D | +8.5% | -16.6% | +25.0% | +11.1% |
| 3M | +29.3% | -14.3% | +43.5% | +31.7% |
| 6M | -12.9% | +11.6% | -24.5% | -14.7% |
| YTD | +16.8% | +42.6% | -25.8% | +10.8% |
| 1Y | +29.8% | +81.8% | -52.0% | +19.2% |
| 3Y | +336.7% | +632.1% | -295.3% | +217.2% |
| 5Y | +299.9% | +1,401.6% | -1,101.7% | +157.7% |
| All | +299.9% | +1,358.7% | -1,058.8% | +157.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling