+612.8%
CRS vs AEIS
+160.8%
+452.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.1% | +1.9% | -0.5% |
| 7D | -4.1% | -0.2% | -3.9% | -4.1% |
| 30D | -16.6% | -16.4% | -0.2% | -10.5% |
| 3M | -14.3% | -11.1% | -3.1% | -12.6% |
| 6M | +11.6% | -12.0% | +23.6% | +12.5% |
| YTD | +42.6% | +30.9% | +11.7% | +17.9% |
| 1Y | +81.8% | +74.3% | +7.5% | +29.0% |
| All | +612.8% | +160.8% | +452.0% | +317.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling