+39.6%
CNH vs AEE
+389.0%
-349.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.2% | -4.4% | -4.2% |
| 7D | +6.4% | +0.6% | +5.8% | +6.2% |
| 30D | -1.6% | +8.8% | -10.5% | -4.5% |
| 3M | +11.6% | +5.1% | +6.5% | +9.5% |
| 6M | +12.5% | +5.2% | +7.4% | +10.3% |
| YTD | +31.1% | +16.1% | +15.0% | +24.2% |
| 1Y | +17.0% | +10.4% | +6.6% | +12.7% |
| 3Y | +28.7% | +63.1% | -34.4% | +6.5% |
| 5Y | -17.4% | +55.6% | -73.0% | -30.9% |
| 10Y | +105.0% | +217.1% | -112.2% | +42.5% |
| All | +39.6% | +389.0% | -349.4% | -16.3% |
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 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