+4,184.6%
CHRW vs AEE
+813.9%
+3,370.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -1.4% | +0.3% | -1.7% | -1.5% |
| 30D | -3.5% | -2.3% | -1.2% | -2.6% |
| 3M | -19.4% | +0.2% | -19.6% | -19.6% |
| 6M | -21.4% | -4.7% | -16.6% | -20.2% |
| YTD | -7.1% | +8.1% | -15.2% | -10.5% |
| 1Y | +17.8% | +8.5% | +9.3% | +13.2% |
| 3Y | +78.8% | +48.9% | +29.9% | +50.1% |
| 5Y | +83.5% | +39.9% | +43.6% | +56.3% |
| 10Y | +160.2% | +186.5% | -26.3% | +56.5% |
| All | +4,184.6% | +813.9% | +3,370.7% | +1,531.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling