+350.3%
CRL vs AEE
+222.5%
+127.8%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.3% |
| 7D | +0.1% | +1.7% | -1.6% | -0.5% |
| 30D | +11.9% | +9.7% | +2.2% | +7.8% |
| 3M | +20.2% | +5.9% | +14.2% | +17.2% |
| 6M | +107.5% | +6.7% | +100.8% | +101.2% |
| YTD | +69.4% | +17.4% | +52.1% | +57.1% |
| 1Y | +99.7% | +12.7% | +87.1% | +88.4% |
| 3Y | +98.8% | +68.2% | +30.6% | +55.8% |
| 5Y | -12.4% | +57.3% | -69.7% | -30.1% |
| All | +350.3% | +222.5% | +127.8% | +211.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 10y: compounded portfolio wealth divided by compounded AEE 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…
10y analysis · Full analysis span regression · 6 months rolling