+98.3%
CRS vs AEIS
+93.3%
+5.0%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.7% | +0.8% |
| 7D | -0.2% | +3.0% | -3.2% | -1.3% |
| 30D | -16.6% | -14.6% | -2.0% | -12.2% |
| 3M | -3.5% | -12.4% | +9.0% | -1.3% |
| 6M | +15.4% | -15.0% | +30.4% | +17.2% |
| YTD | +51.2% | +34.3% | +16.9% | +28.1% |
| 1Y | +98.3% | +87.4% | +10.9% | +54.8% |
| All | +98.3% | +93.3% | +5.0% | +54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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