+129.9%
CHRW vs AEE
+222.5%
-92.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.2% |
| 7D | +7.3% | +1.7% | +5.6% | +6.8% |
| 30D | -3.6% | +9.7% | -13.3% | -6.0% |
| 3M | -9.6% | +5.9% | -15.5% | -11.0% |
| 6M | -17.0% | +6.7% | -23.7% | -18.7% |
| YTD | -15.4% | +17.4% | -32.8% | -19.6% |
| 1Y | -10.0% | +12.7% | -22.6% | -13.5% |
| 3Y | +82.2% | +68.2% | +13.9% | +54.7% |
| 5Y | +59.4% | +57.3% | +2.1% | +37.3% |
| All | +129.9% | +222.5% | -92.6% | +81.7% |
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