-12.0%
CHYM vs AEE
+13.1%
-25.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.2% | -4.2% | -6.0% |
| 7D | -2.9% | -0.7% | -2.2% | -3.2% |
| 30D | +3.0% | -2.0% | +4.9% | +2.0% |
| 3M | +98.7% | -2.8% | +101.6% | +97.4% |
| 6M | +46.4% | -3.6% | +50.0% | +45.7% |
| YTD | +29.8% | +7.3% | +22.5% | +31.7% |
| 1Y | +40.5% | +8.7% | +31.7% | +40.5% |
| All | -12.0% | +13.1% | -25.0% | -13.2% |
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