-11.1%
CHYM vs AEE
+13.0%
-24.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.1% | +1.0% |
| 7D | -2.3% | -0.8% | -1.5% | -2.6% |
| 30D | +4.4% | -2.9% | +7.3% | +3.0% |
| 3M | +91.3% | -2.4% | +93.7% | +90.4% |
| 6M | +44.0% | -2.7% | +46.7% | +43.8% |
| YTD | +31.1% | +7.3% | +23.8% | +33.0% |
| 1Y | +37.8% | +7.5% | +30.3% | +38.7% |
| All | -11.1% | +13.0% | -24.1% | -12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling