+71.6%
CRH vs AEIS
+173.7%
-102.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.9% | -3.9% | -0.3% |
| 7D | -6.1% | +2.3% | -8.3% | -6.7% |
| 30D | -9.3% | -14.8% | +5.5% | -5.7% |
| 3M | -15.2% | -15.6% | +0.4% | -13.4% |
| 6M | -14.2% | -8.7% | -5.5% | -15.8% |
| YTD | -28.3% | +37.3% | -65.6% | -39.5% |
| 1Y | -21.8% | +80.3% | -102.1% | -41.5% |
| 3Y | +71.6% | +177.9% | -106.3% | +9.8% |
| All | +71.6% | +173.7% | -102.1% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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