+301.6%
CHTR vs AEE
+591.0%
-289.4%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.2% | +6.2% | +5.5% |
| 7D | -7.1% | -0.7% | -6.5% | -6.9% |
| 30D | -10.9% | -2.0% | -8.9% | -10.3% |
| 3M | +2.0% | -2.8% | +4.8% | +2.8% |
| 6M | -35.9% | -3.6% | -32.3% | -35.2% |
| YTD | -32.7% | +7.3% | -40.0% | -34.8% |
| 1Y | -46.6% | +8.7% | -55.3% | -48.5% |
| 3Y | -66.7% | +46.0% | -112.7% | -71.7% |
| 5Y | -82.1% | +39.8% | -121.9% | -84.6% |
| 10Y | -46.8% | +191.4% | -238.2% | -66.3% |
| All | +301.6% | +591.0% | -289.4% | +65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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