+86.0%
CHRW vs AEE
+49.7%
+36.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.5% |
| 7D | +1.9% | +1.3% | +0.6% | +1.7% |
| 30D | +0.9% | -1.2% | +2.2% | +1.2% |
| 3M | -19.9% | +1.0% | -20.9% | -20.2% |
| 6M | -15.8% | -2.3% | -13.5% | -15.6% |
| YTD | -5.6% | +9.1% | -14.7% | -8.2% |
| 1Y | +21.0% | +10.6% | +10.5% | +17.1% |
| 3Y | +86.0% | +48.5% | +37.5% | +63.6% |
| All | +86.0% | +49.7% | +36.3% | +63.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling