-0.8%
CRM vs AEM
+306.3%
-307.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | +0.1% | +1.8% |
| 7D | -4.4% | -2.1% | -2.3% | -4.3% |
| 30D | +28.1% | +8.4% | +19.7% | +27.5% |
| 3M | +48.8% | +27.3% | +21.5% | +46.8% |
| 6M | +28.3% | -9.7% | +37.9% | +29.3% |
| YTD | -6.0% | +19.0% | -25.0% | -8.0% |
| 1Y | +1.4% | +31.5% | -30.0% | -1.9% |
| 3Y | +11.8% | +338.7% | -326.9% | -8.7% |
| All | -0.8% | +306.3% | -307.1% | -20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling