+13.2%
CNH vs AEE
+39.2%
-26.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.7% | +2.4% |
| 7D | +1.8% | +1.1% | +0.8% | +1.4% |
| 30D | +32.6% | 0.0% | +32.6% | +32.4% |
| 3M | +29.4% | -0.9% | +30.3% | +29.5% |
| 6M | +26.0% | -2.4% | +28.4% | +26.7% |
| YTD | +52.2% | +8.6% | +43.6% | +47.6% |
| 1Y | +23.9% | +10.2% | +13.7% | +19.2% |
| 3Y | +10.1% | +47.8% | -37.7% | -6.5% |
| 5Y | +13.2% | +40.1% | -26.9% | -4.9% |
| All | +13.2% | +39.2% | -26.0% | -4.9% |
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