+4,266.9%
CHRW vs AEIS
+722.0%
+3,544.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.3% | +0.7% |
| 7D | -1.4% | +3.0% | -4.4% | -1.8% |
| 30D | -3.5% | -14.6% | +11.2% | -1.4% |
| 3M | -19.4% | -12.4% | -7.0% | -18.8% |
| 6M | -21.4% | -15.0% | -6.4% | -21.0% |
| YTD | -7.1% | +34.3% | -41.4% | -13.3% |
| 1Y | +17.8% | +87.4% | -69.5% | +3.9% |
| 3Y | +78.8% | +139.8% | -61.0% | +48.2% |
| 5Y | +83.5% | +220.7% | -137.2% | +43.4% |
| 10Y | +160.2% | +531.6% | -371.4% | +71.3% |
| All | +4,266.9% | +722.0% | +3,544.9% | +1,655.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling