+82.7%
CRS vs AEIS
+81.9%
+0.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.9% | -6.1% | -2.9% |
| 7D | -6.8% | +2.3% | -9.0% | -7.6% |
| 30D | -16.1% | -14.8% | -1.3% | -11.6% |
| 3M | -21.2% | -15.6% | -5.6% | -18.1% |
| 6M | +8.7% | -8.7% | +17.4% | +7.5% |
| YTD | +41.0% | +37.3% | +3.6% | +18.5% |
| 1Y | +82.7% | +80.3% | +2.3% | +46.1% |
| All | +82.7% | +81.9% | +0.8% | +46.1% |
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