+125.4%
CHD vs AEE
+191.1%
-65.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.3% | +0.2% |
| 7D | -4.5% | -0.8% | -3.7% | -4.1% |
| 30D | -6.7% | -2.9% | -3.8% | -5.5% |
| 3M | -2.7% | -2.4% | -0.3% | -1.8% |
| 6M | -4.9% | -2.7% | -2.2% | -4.0% |
| YTD | +13.3% | +7.3% | +6.1% | +9.6% |
| 1Y | +1.0% | +7.5% | -6.5% | -2.6% |
| 3Y | +1.3% | +46.2% | -44.9% | -15.4% |
| 5Y | +20.8% | +39.7% | -18.9% | +2.0% |
| All | +125.4% | +191.1% | -65.8% | +36.0% |
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