+1,325.8%
CRWD vs AEM
+403.5%
+922.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.3% |
| 7D | -3.0% | -2.1% | -0.8% | -2.6% |
| 30D | -6.8% | +8.4% | -15.2% | -8.4% |
| 3M | +19.6% | +27.3% | -7.7% | +13.9% |
| 6M | +87.1% | -9.7% | +96.7% | +88.4% |
| YTD | +76.4% | +19.0% | +57.5% | +67.2% |
| 1Y | +90.8% | +31.5% | +59.3% | +76.6% |
| 3Y | +380.0% | +338.7% | +41.3% | +244.3% |
| 5Y | +215.6% | +307.4% | -91.8% | +124.3% |
| All | +1,325.8% | +403.5% | +922.2% | +702.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 10y: compounded portfolio wealth divided by compounded AEM 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…
10y analysis · Full analysis span regression · 6 months rolling