+55.6%
CHRW vs AEE
+57.9%
-2.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -3.4% | +3.0% | -6.4% | -4.2% |
| 30D | -9.4% | +11.2% | -20.6% | -12.0% |
| 3M | -12.6% | +7.0% | -19.6% | -14.3% |
| 6M | -24.2% | +5.7% | -29.9% | -25.6% |
| YTD | -18.9% | +16.2% | -35.1% | -23.0% |
| 1Y | -13.7% | +12.0% | -25.7% | -17.1% |
| 3Y | +72.6% | +63.4% | +9.2% | +44.8% |
| 5Y | +55.6% | +56.0% | -0.5% | +34.5% |
| All | +55.6% | +57.9% | -2.3% | +34.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling