+4,392.8%
CRS vs AEIS
+2,566.8%
+1,826.0%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.7% | +1.1% |
| 7D | -0.2% | +3.0% | -3.2% | -1.0% |
| 30D | -16.6% | -14.6% | -2.0% | -13.6% |
| 3M | -3.5% | -12.4% | +9.0% | -1.5% |
| 6M | +15.4% | -15.0% | +30.4% | +18.1% |
| YTD | +51.2% | +34.3% | +16.9% | +37.9% |
| 1Y | +98.3% | +87.4% | +10.9% | +66.0% |
| 3Y | +651.5% | +139.8% | +511.8% | +485.7% |
| 5Y | +1,411.1% | +220.7% | +1,190.4% | +997.1% |
| 10Y | +1,424.3% | +531.6% | +892.7% | +855.1% |
| All | +4,392.8% | +2,566.8% | +1,826.0% | +1,929.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling