+293.7%
CDW vs AEE
+191.1%
+102.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | 0.0% | +7.9% | +7.9% |
| 7D | +0.9% | -0.8% | +1.7% | +1.2% |
| 30D | +13.1% | -2.9% | +16.0% | +14.2% |
| 3M | +19.7% | -2.4% | +22.1% | +20.4% |
| 6M | +30.7% | -2.7% | +33.4% | +31.3% |
| YTD | +14.7% | +7.3% | +7.4% | +10.6% |
| 1Y | -5.3% | +7.5% | -12.9% | -9.0% |
| 3Y | -23.8% | +46.2% | -70.1% | -37.0% |
| 5Y | -16.8% | +39.7% | -56.5% | -30.5% |
| All | +293.7% | +191.1% | +102.5% | +181.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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