+83.0%
CHRW vs AEIS
+166.1%
-83.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.3% | +0.8% |
| 7D | -1.4% | +3.0% | -4.4% | -1.7% |
| 30D | -3.5% | -14.6% | +11.2% | -2.1% |
| 3M | -19.4% | -12.4% | -7.0% | -18.6% |
| 6M | -21.4% | -15.0% | -6.4% | -21.0% |
| YTD | -7.1% | +34.3% | -41.4% | -12.4% |
| 1Y | +17.8% | +87.4% | -69.5% | +5.8% |
| All | +83.0% | +166.1% | -83.1% | +49.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling