+21.3%
CNH vs AEE
+9.0%
+12.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.7% | -2.6% |
| 7D | -2.5% | -0.7% | -1.8% | -2.3% |
| 30D | +27.0% | -2.0% | +29.0% | +27.5% |
| 3M | +32.6% | -2.8% | +35.4% | +33.0% |
| 6M | +23.6% | -3.6% | +27.2% | +24.0% |
| YTD | +47.8% | +7.3% | +40.5% | +48.8% |
| 1Y | +21.3% | +8.7% | +12.6% | +22.6% |
| All | +21.3% | +9.0% | +12.2% | +22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling