+2,831.6%
AEIS vs CGNX
+903.5%
+1,928.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.1% | +0.8% | +2.8% |
| 7D | +2.3% | +3.2% | -0.9% | +0.6% |
| 30D | -14.8% | +6.0% | -20.8% | -17.2% |
| 3M | -15.6% | +3.5% | -19.1% | -16.1% |
| 6M | -8.7% | +26.3% | -35.0% | -18.1% |
| YTD | +37.3% | +79.2% | -41.9% | -1.8% |
| 1Y | +80.3% | +43.8% | +36.5% | +43.7% |
| 3Y | +177.9% | +52.0% | +126.0% | +106.0% |
| 5Y | +235.8% | -24.0% | +259.9% | +243.6% |
| 10Y | +558.6% | +189.1% | +369.6% | +225.3% |
| All | +2,831.6% | +903.5% | +1,928.2% | +370.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling