+174.1%
CHRW vs AEE
+194.9%
-20.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.7% | +0.4% |
| 7D | +4.1% | +1.1% | +3.0% | +3.8% |
| 30D | +1.9% | 0.0% | +1.9% | +1.9% |
| 3M | -21.2% | -0.9% | -20.2% | -21.1% |
| 6M | -16.7% | -2.4% | -14.3% | -16.3% |
| YTD | -5.4% | +8.6% | -14.0% | -8.1% |
| 1Y | +21.2% | +10.2% | +11.0% | +17.2% |
| 3Y | +86.5% | +47.8% | +38.6% | +64.5% |
| 5Y | +93.0% | +40.1% | +52.9% | +72.1% |
| All | +174.1% | +194.9% | -20.8% | +121.7% |
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