-21.8%
CRH vs AEM
+32.6%
-54.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.6% |
| 7D | -6.1% | -2.1% | -3.9% | -5.6% |
| 30D | -9.3% | +8.4% | -17.7% | -11.2% |
| 3M | -15.2% | +27.3% | -42.5% | -20.2% |
| 6M | -14.2% | -9.7% | -4.5% | -13.9% |
| YTD | -28.3% | +19.0% | -47.2% | -29.6% |
| 1Y | -21.8% | +31.5% | -53.3% | -25.7% |
| All | -21.8% | +32.6% | -54.3% | -25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 1y: compounded portfolio wealth divided by compounded AEM 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…
1y analysis · Full analysis span regression · 6 months rolling