+298.9%
CDW vs AEE
+222.5%
+76.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.1% |
| 7D | +9.3% | +1.7% | +7.6% | +8.6% |
| 30D | +14.4% | +9.7% | +4.6% | +10.4% |
| 3M | +21.4% | +5.9% | +15.5% | +18.7% |
| 6M | +72.8% | +6.7% | +66.1% | +67.7% |
| YTD | +28.0% | +17.4% | +10.7% | +19.3% |
| 1Y | +19.3% | +12.7% | +6.7% | +13.0% |
| 3Y | -15.3% | +68.2% | -83.5% | -33.8% |
| 5Y | -3.8% | +57.3% | -61.1% | -23.3% |
| All | +298.9% | +222.5% | +76.4% | +206.0% |
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