-17.4%
CDW vs AEE
+59.5%
-77.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.0% | +3.8% | +4.8% |
| 7D | +9.3% | +2.3% | +7.0% | +9.1% |
| 30D | +15.8% | +11.6% | +4.2% | +15.3% |
| 3M | +21.8% | +5.5% | +16.3% | +21.4% |
| 6M | +58.8% | +6.0% | +52.7% | +58.2% |
| YTD | +22.8% | +16.6% | +6.2% | +21.5% |
| 1Y | +17.9% | +12.1% | +5.9% | +17.1% |
| 3Y | -17.4% | +64.2% | -81.6% | -20.9% |
| All | -17.4% | +59.5% | -77.0% | -20.9% |
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