+122.7%
CHRW vs AEIS
+347.9%
-225.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.2% |
| 7D | -3.4% | -6.9% | +3.5% | -2.6% |
| 30D | -9.4% | -23.2% | +13.8% | -6.4% |
| 3M | -12.6% | -29.5% | +16.8% | -9.0% |
| 6M | -24.2% | -37.9% | +13.7% | -20.3% |
| YTD | -18.9% | +6.0% | -24.8% | -22.8% |
| 1Y | -13.7% | +1.2% | -14.9% | -17.4% |
| 3Y | +72.6% | +150.0% | -77.4% | +36.8% |
| 5Y | +55.6% | +141.9% | -86.3% | +21.8% |
| 10Y | +122.7% | +356.2% | -233.4% | +42.9% |
| All | +122.7% | +347.9% | -225.2% | +42.9% |
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