-10.0%
CHRW vs AEIS
+4.7%
-14.6%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.0% | +0.4% |
| 7D | +7.3% | +11.5% | -4.2% | +6.3% |
| 30D | -3.6% | -15.8% | +12.2% | -2.8% |
| 3M | -9.6% | -33.3% | +23.7% | -7.3% |
| 6M | -17.0% | -35.2% | +18.2% | -14.2% |
| YTD | -15.4% | +5.0% | -20.4% | -23.5% |
| 1Y | -10.0% | +8.5% | -18.5% | -19.7% |
| All | -10.0% | +4.7% | -14.6% | -19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling