+238.9%
CRM vs AEIS
+562.2%
-323.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.9% | -3.0% | +0.7% |
| 7D | -4.4% | +2.3% | -6.7% | -5.0% |
| 30D | +28.1% | -14.8% | +43.0% | +32.5% |
| 3M | +48.8% | -15.6% | +64.4% | +50.2% |
| 6M | +28.3% | -8.7% | +37.0% | +22.6% |
| YTD | -6.0% | +37.3% | -43.3% | -22.9% |
| 1Y | +1.4% | +80.3% | -78.9% | -25.2% |
| 3Y | +11.8% | +177.9% | -166.1% | -32.8% |
| 5Y | -2.0% | +235.8% | -237.8% | -46.1% |
| All | +238.9% | +562.2% | -323.3% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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