+11.8%
CRM vs AEP
+76.7%
-64.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.1% | +1.9% |
| 7D | -4.4% | -0.9% | -3.5% | -4.6% |
| 30D | +28.1% | -1.1% | +29.2% | +27.9% |
| 3M | +48.8% | -3.3% | +52.1% | +48.1% |
| 6M | +28.3% | -4.6% | +32.9% | +27.7% |
| YTD | -6.0% | +9.4% | -15.4% | -4.8% |
| 1Y | +1.4% | +16.9% | -15.5% | +3.3% |
| 3Y | +11.8% | +76.6% | -64.8% | +10.9% |
| All | +11.8% | +76.7% | -64.8% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 3y: compounded portfolio wealth divided by compounded AEP 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…
3y analysis · Full analysis span regression · 6 months rolling