-23.6%
CDW vs AEE
+39.2%
-62.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.0% | -1.4% |
| 7D | -4.2% | +1.1% | -5.3% | -4.5% |
| 30D | +4.9% | 0.0% | +4.8% | +4.8% |
| 3M | +7.3% | -0.9% | +8.2% | +7.3% |
| 6M | +19.2% | -2.4% | +21.6% | +19.5% |
| YTD | +6.2% | +8.6% | -2.5% | +3.3% |
| 1Y | -14.0% | +10.2% | -24.2% | -16.8% |
| 3Y | -30.0% | +47.8% | -77.8% | -38.9% |
| 5Y | -23.6% | +40.1% | -63.7% | -34.5% |
| All | -23.6% | +39.2% | -62.7% | -34.5% |
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 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