+5,648.9%
CRM vs AEM
+1,824.5%
+3,824.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | -0.2% |
| 7D | -8.1% | -5.0% | -3.1% | -7.6% |
| 30D | +23.1% | +8.5% | +14.6% | +21.8% |
| 3M | +42.5% | +29.3% | +13.3% | +38.0% |
| 6M | +25.3% | -12.9% | +38.2% | +26.4% |
| YTD | -7.8% | +16.8% | -24.6% | -10.6% |
| 1Y | +1.0% | +29.8% | -28.8% | -3.5% |
| 3Y | +10.0% | +336.7% | -326.7% | -10.7% |
| 5Y | -3.9% | +299.9% | -303.8% | -22.2% |
| 10Y | +233.2% | +362.2% | -129.1% | +155.8% |
| All | +5,648.9% | +1,824.5% | +3,824.5% | +2,659.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling