+1,211.4%
CRL vs AEE
+844.0%
+367.4%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.7% | -1.7% |
| 7D | -1.0% | +0.3% | -1.4% | -1.2% |
| 30D | +10.7% | -2.3% | +12.9% | +11.6% |
| 3M | +55.3% | +0.2% | +55.1% | +54.7% |
| 6M | +60.7% | -4.7% | +65.4% | +62.7% |
| YTD | +44.6% | +8.1% | +36.5% | +39.0% |
| 1Y | +77.7% | +8.5% | +69.2% | +70.3% |
| 3Y | +37.6% | +48.9% | -11.3% | +14.8% |
| 5Y | -35.8% | +39.9% | -75.7% | -45.7% |
| 10Y | +241.7% | +186.5% | +55.2% | +113.0% |
| All | +1,211.4% | +844.0% | +367.4% | +465.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling