+1,323.2%
CRS vs AEIS
+562.2%
+761.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.9% | -6.1% | -3.7% |
| 7D | -6.8% | +2.3% | -9.0% | -8.0% |
| 30D | -16.1% | -14.8% | -1.3% | -9.6% |
| 3M | -21.2% | -15.6% | -5.6% | -17.2% |
| 6M | +8.7% | -8.7% | +17.4% | +7.6% |
| YTD | +41.0% | +37.3% | +3.6% | +10.1% |
| 1Y | +82.7% | +80.3% | +2.3% | +20.8% |
| 3Y | +604.8% | +177.9% | +426.8% | +246.3% |
| 5Y | +1,384.7% | +235.8% | +1,148.9% | +531.0% |
| All | +1,323.2% | +562.2% | +761.0% | +224.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling