-36.6%
CRL vs AEE
+39.8%
-76.4%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.0% | -3.6% | -3.0% |
| 7D | -0.6% | +1.3% | -1.9% | -0.9% |
| 30D | +5.0% | -1.2% | +6.2% | +5.3% |
| 3M | +50.6% | +1.0% | +49.6% | +49.8% |
| 6M | +60.9% | -2.3% | +63.2% | +61.2% |
| YTD | +40.7% | +9.1% | +31.6% | +35.4% |
| 1Y | +73.3% | +10.6% | +62.7% | +65.8% |
| 3Y | +40.6% | +48.5% | -7.9% | +19.1% |
| All | -36.6% | +39.8% | -76.4% | -44.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling