+128.5%
CHRW vs AEE
+216.2%
-87.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.0% | +3.8% |
| 7D | -0.1% | +0.2% | -0.2% | -0.1% |
| 30D | -4.3% | +9.7% | -14.0% | -6.7% |
| 3M | -7.4% | +5.8% | -13.2% | -8.9% |
| 6M | -20.7% | +4.5% | -25.2% | -21.9% |
| YTD | -15.9% | +15.8% | -31.7% | -19.8% |
| 1Y | -9.9% | +10.8% | -20.6% | -13.0% |
| 3Y | +79.0% | +62.8% | +16.2% | +53.4% |
| 5Y | +61.3% | +56.1% | +5.2% | +39.3% |
| 10Y | +128.5% | +216.4% | -87.9% | +81.7% |
| All | +128.5% | +216.2% | -87.7% | +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