+592.2%
CIEN vs AEE
+48.1%
+544.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.5% | -0.9% |
| 7D | -4.6% | +1.1% | -5.6% | -4.7% |
| 30D | -12.8% | 0.0% | -12.8% | -12.8% |
| 3M | -23.1% | -0.9% | -22.2% | -23.2% |
| 6M | +6.1% | -2.4% | +8.5% | +6.3% |
| YTD | +44.5% | +8.6% | +35.9% | +43.1% |
| 1Y | +176.6% | +10.2% | +166.5% | +173.1% |
| All | +592.2% | +48.1% | +544.1% | +539.7% |
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