-41.6%
CHWY vs AEIS
+469.1%
-510.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.9% | -8.0% | -4.4% |
| 7D | -13.6% | +2.3% | -15.9% | -14.2% |
| 30D | -8.5% | -14.8% | +6.3% | -5.2% |
| 3M | +8.9% | -15.6% | +24.5% | +10.5% |
| 6M | -20.5% | -8.7% | -11.8% | -23.4% |
| YTD | -38.2% | +37.3% | -75.5% | -49.0% |
| 1Y | -43.3% | +80.3% | -123.6% | -58.4% |
| 3Y | -8.5% | +177.9% | -186.5% | -46.1% |
| 5Y | -72.7% | +235.8% | -308.6% | -85.1% |
| All | -41.6% | +469.1% | -510.7% | -74.7% |
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 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