+8.6%
AEIS vs CGNX
+31.4%
-22.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -8.7% | -2.5% | -6.0% |
| 7D | -12.7% | -9.2% | -3.5% | -7.1% |
| 30D | -28.8% | -17.6% | -11.3% | -20.0% |
| 3M | -38.0% | -25.7% | -12.3% | -26.5% |
| 6M | -45.3% | -5.5% | -39.8% | -40.0% |
| YTD | +1.1% | +48.1% | -47.0% | -10.9% |
| 1Y | +8.6% | +33.5% | -24.9% | +7.9% |
| All | +8.6% | +31.4% | -22.8% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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