-39.8%
CHWY vs AEIS
+442.4%
-482.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.1% | +5.7% | +2.7% |
| 7D | -12.0% | -0.2% | -11.8% | -12.0% |
| 30D | -6.2% | -16.4% | +10.2% | -2.3% |
| 3M | +5.5% | -11.1% | +16.6% | +4.9% |
| 6M | -17.8% | -12.0% | -5.8% | -20.0% |
| YTD | -36.2% | +30.9% | -67.1% | -46.7% |
| 1Y | -40.0% | +74.3% | -114.3% | -55.6% |
| 3Y | -8.3% | +165.2% | -173.5% | -45.2% |
| 5Y | -71.9% | +220.0% | -291.9% | -84.4% |
| All | -39.8% | +442.4% | -482.1% | -73.5% |
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