+5,760.6%
CRM vs AEM
+1,860.5%
+3,900.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-11.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | +0.1% | +1.7% |
| 7D | -4.4% | -2.1% | -2.3% | -4.2% |
| 30D | +28.1% | +8.4% | +19.7% | +26.9% |
| 3M | +48.8% | +27.3% | +21.5% | +44.4% |
| 6M | +28.3% | -9.7% | +37.9% | +28.8% |
| YTD | -6.0% | +19.0% | -25.0% | -9.0% |
| 1Y | +1.4% | +31.5% | -30.0% | -3.3% |
| 3Y | +11.8% | +338.7% | -326.9% | -9.2% |
| 5Y | -2.0% | +307.4% | -309.4% | -20.9% |
| 10Y | +239.6% | +370.9% | -131.2% | +160.3% |
| All | +5,760.6% | +1,860.5% | +3,900.1% | +2,707.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 1990-01-01 to 2026-09-11: compounded portfolio wealth divided by compounded AEM 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…
1990-01-01 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling