-25.1%
CDW vs AEE
+49.6%
-74.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | +3.2% | +0.3% | +2.8% | +3.2% |
| 30D | +9.3% | -2.3% | +11.6% | +9.4% |
| 3M | +9.8% | +0.2% | +9.6% | +9.7% |
| 6M | +23.3% | -4.7% | +28.1% | +23.8% |
| YTD | +13.7% | +8.1% | +5.6% | +12.7% |
| 1Y | -6.5% | +8.5% | -15.0% | -7.4% |
| All | -25.1% | +49.6% | -74.7% | -28.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling