+3,389.8%
CRS vs AEE
+818.5%
+2,571.3%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -0.5% | +1.1% | -1.6% | -1.2% |
| 30D | -18.1% | 0.0% | -18.1% | -18.2% |
| 3M | -12.4% | -0.9% | -11.5% | -12.5% |
| 6M | +15.9% | -2.4% | +18.3% | +16.6% |
| YTD | +45.8% | +8.6% | +37.2% | +37.8% |
| 1Y | +87.8% | +10.2% | +77.6% | +75.4% |
| 3Y | +648.7% | +47.8% | +600.9% | +475.6% |
| 5Y | +1,416.6% | +40.1% | +1,376.5% | +1,092.0% |
| 10Y | +1,412.7% | +195.0% | +1,217.7% | +607.1% |
| All | +3,389.8% | +818.5% | +2,571.3% | +784.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling