+7.8%
CNH vs AEE
+49.7%
-41.9%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.0% | -6.5% | -5.8% |
| 7D | +8.8% | +1.3% | +7.5% | +8.4% |
| 30D | +24.7% | -1.2% | +25.9% | +25.0% |
| 3M | +27.3% | +1.0% | +26.3% | +26.6% |
| 6M | +23.2% | -2.3% | +25.4% | +23.6% |
| YTD | +48.9% | +9.1% | +39.8% | +45.5% |
| 1Y | +19.4% | +10.6% | +8.8% | +16.1% |
| 3Y | +7.8% | +48.5% | -40.7% | -7.3% |
| All | +7.8% | +49.7% | -41.9% | -7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling