-10.0%
CRM vs AEE
+13.9%
-23.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.5% | -0.2% | +3.6% |
| 7D | -6.2% | +4.7% | -10.9% | -3.7% |
| 30D | -1.2% | +13.4% | -14.6% | +6.5% |
| 3M | +19.1% | +4.1% | +15.1% | +22.3% |
| 6M | +23.0% | +2.0% | +20.9% | +26.6% |
| YTD | -13.7% | +15.6% | -29.3% | -3.0% |
| 1Y | -10.0% | +14.1% | -24.1% | +1.2% |
| All | -10.0% | +13.9% | -23.9% | +1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling