-5.7%
CDW vs AEE
+58.9%
-64.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.0% | +3.8% | +4.6% |
| 7D | +9.3% | +2.3% | +7.0% | +8.8% |
| 30D | +15.8% | +11.6% | +4.2% | +13.0% |
| 3M | +21.8% | +5.5% | +16.3% | +20.2% |
| 6M | +58.8% | +6.0% | +52.7% | +56.1% |
| YTD | +22.8% | +16.6% | +6.2% | +17.5% |
| 1Y | +17.9% | +12.1% | +5.9% | +14.1% |
| 3Y | -17.4% | +64.2% | -81.6% | -30.2% |
| 5Y | -5.7% | +59.1% | -64.8% | -21.2% |
| All | -5.7% | +58.9% | -64.7% | -21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling