+5,648.9%
CRM vs AEIS
+1,860.5%
+3,788.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.7% | +0.7% |
| 7D | -8.1% | -0.2% | -7.9% | -8.1% |
| 30D | +23.1% | -16.4% | +39.5% | +28.7% |
| 3M | +42.5% | -11.1% | +53.7% | +41.2% |
| 6M | +25.3% | -12.0% | +37.3% | +20.8% |
| YTD | -7.8% | +30.9% | -38.7% | -23.5% |
| 1Y | +1.0% | +74.3% | -73.3% | -24.9% |
| 3Y | +10.0% | +165.2% | -155.2% | -32.3% |
| 5Y | -3.9% | +220.0% | -223.9% | -45.5% |
| 10Y | +233.2% | +527.7% | -294.5% | +32.3% |
| All | +5,648.9% | +1,860.5% | +3,788.4% | +912.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling