+82.7%
CRS vs AEE
+8.8%
+73.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -6.8% | -0.8% | -6.0% | -6.7% |
| 30D | -16.1% | -2.9% | -13.2% | -15.8% |
| 3M | -21.2% | -2.4% | -18.8% | -21.5% |
| 6M | +8.7% | -2.7% | +11.4% | +8.4% |
| YTD | +41.0% | +7.3% | +33.7% | +40.7% |
| 1Y | +82.7% | +7.5% | +75.1% | +77.4% |
| All | +82.7% | +8.8% | +73.9% | +77.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling