+5,682.6%
CHD vs AEE
+822.6%
+4,860.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -2.4% |
| 7D | -2.9% | +1.3% | -4.2% | -3.4% |
| 30D | -6.2% | -1.2% | -5.0% | -5.8% |
| 3M | +1.6% | +1.0% | +0.5% | +1.1% |
| 6M | -3.5% | -2.3% | -1.2% | -2.9% |
| YTD | +16.2% | +9.1% | +7.1% | +12.2% |
| 1Y | +3.4% | +10.6% | -7.2% | -0.8% |
| 3Y | +4.6% | +48.5% | -43.9% | -11.0% |
| 5Y | +21.1% | +39.9% | -18.7% | +4.7% |
| 10Y | +126.5% | +185.7% | -59.2% | +47.9% |
| All | +5,682.6% | +822.6% | +4,860.0% | +2,127.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling