+247.0%
CRL vs AEE
+191.1%
+55.9%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +2.0% | +1.9% |
| 7D | -3.5% | -0.8% | -2.8% | -3.3% |
| 30D | -2.1% | -2.9% | +0.8% | -1.1% |
| 3M | +48.0% | -2.4% | +50.4% | +49.0% |
| 6M | +64.7% | -2.7% | +67.4% | +65.4% |
| YTD | +39.5% | +7.3% | +32.2% | +34.3% |
| 1Y | +74.2% | +7.5% | +66.6% | +67.3% |
| 3Y | +39.4% | +46.2% | -6.8% | +16.2% |
| 5Y | -36.9% | +39.7% | -76.6% | -47.0% |
| All | +247.0% | +191.1% | +55.9% | +147.7% |
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