+174.5%
CHRW vs AEIS
+545.5%
-371.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.4% |
| 7D | +4.1% | +6.5% | -2.4% | +3.1% |
| 30D | +1.9% | -9.2% | +11.1% | +3.1% |
| 3M | -21.2% | -8.3% | -12.8% | -21.0% |
| 6M | -16.7% | -6.3% | -10.3% | -17.6% |
| YTD | -5.4% | +36.5% | -41.9% | -12.5% |
| 1Y | +21.2% | +84.8% | -63.6% | +5.8% |
| 3Y | +86.5% | +176.6% | -90.1% | +47.5% |
| 5Y | +93.0% | +237.1% | -144.1% | +45.1% |
| 10Y | +174.5% | +554.7% | -380.2% | +67.1% |
| All | +174.5% | +545.5% | -371.0% | +67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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