+1,323.2%
CRS vs AEE
+191.1%
+1,132.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -6.8% | -0.8% | -6.0% | -6.4% |
| 30D | -16.1% | -2.9% | -13.2% | -15.1% |
| 3M | -21.2% | -2.4% | -18.8% | -20.7% |
| 6M | +8.7% | -2.7% | +11.4% | +9.3% |
| YTD | +41.0% | +7.3% | +33.7% | +35.7% |
| 1Y | +82.7% | +7.5% | +75.1% | +75.1% |
| 3Y | +604.8% | +46.2% | +558.6% | +476.9% |
| 5Y | +1,384.7% | +39.7% | +1,345.0% | +1,138.4% |
| All | +1,323.2% | +191.1% | +1,132.1% | +922.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 10y: compounded portfolio wealth divided by compounded AEE 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…
10y analysis · Full analysis span regression · 6 months rolling