+80.6%
CRWD vs AEIS
+6.2%
+74.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -11.1% | +9.6% | -0.6% |
| 7D | -9.6% | -12.7% | +3.1% | -8.8% |
| 30D | -11.6% | -28.8% | +17.2% | -9.9% |
| 3M | +14.1% | -38.0% | +52.1% | +17.0% |
| 6M | +105.4% | -45.3% | +150.7% | +108.6% |
| YTD | +105.6% | +1.1% | +104.5% | +92.2% |
| 1Y | +80.6% | +8.6% | +71.9% | +66.9% |
| All | +80.6% | +6.2% | +74.3% | +66.9% |
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 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