+225.5%
CRWD vs AEIS
+232.6%
-7.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.9% | -6.0% | -2.9% |
| 7D | -3.0% | +2.3% | -5.2% | -4.0% |
| 30D | -6.8% | -14.8% | +8.0% | -1.4% |
| 3M | +19.6% | -15.6% | +35.2% | +23.6% |
| 6M | +87.1% | -8.7% | +95.8% | +79.9% |
| YTD | +76.4% | +37.3% | +39.1% | +35.0% |
| 1Y | +90.8% | +80.3% | +10.5% | +24.5% |
| 3Y | +380.0% | +177.9% | +202.0% | +129.8% |
| All | +225.5% | +232.6% | -7.0% | +30.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling