+5,648.9%
CRM vs AEP
+830.7%
+4,818.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.1% |
| 7D | -8.1% | -1.0% | -7.1% | -7.7% |
| 30D | +23.1% | -0.1% | +23.1% | +22.9% |
| 3M | +42.5% | -3.2% | +45.7% | +44.0% |
| 6M | +25.3% | -5.3% | +30.6% | +26.9% |
| YTD | -7.8% | +9.5% | -17.3% | -12.8% |
| 1Y | +1.0% | +17.5% | -16.5% | -7.9% |
| 3Y | +10.0% | +77.0% | -67.0% | -20.0% |
| 5Y | -3.9% | +66.4% | -70.3% | -28.9% |
| 10Y | +233.2% | +175.1% | +58.1% | +76.0% |
| All | +5,648.9% | +830.7% | +4,818.2% | +1,402.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling