+84.8%
AME vs CRL
-37.4%
+122.3%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.5% |
| 7D | +2.8% | -0.6% | +3.3% | +2.9% |
| 30D | -6.3% | +5.0% | -11.2% | -7.2% |
| 3M | +5.4% | +50.6% | -45.2% | -3.1% |
| 6M | +7.4% | +60.9% | -53.5% | -3.2% |
| YTD | +16.2% | +40.7% | -24.6% | +7.1% |
| 1Y | +26.8% | +73.3% | -46.5% | +11.5% |
| 3Y | +57.5% | +40.6% | +16.9% | +39.3% |
| 5Y | +84.8% | -37.0% | +121.8% | +82.0% |
| All | +84.8% | -37.4% | +122.3% | +82.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling