+543.5%
CIEN vs AEE
+38.7%
+504.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | 0.0% | +4.5% | +4.5% |
| 7D | +8.9% | -0.8% | +9.7% | +9.2% |
| 30D | -19.1% | -2.9% | -16.2% | -18.4% |
| 3M | -21.5% | -2.4% | -19.1% | -21.2% |
| 6M | +2.8% | -2.7% | +5.5% | +3.4% |
| YTD | +49.5% | +7.3% | +42.2% | +46.2% |
| 1Y | +163.8% | +7.5% | +156.3% | +157.4% |
| 3Y | +615.8% | +46.2% | +569.6% | +521.5% |
| All | +543.5% | +38.7% | +504.8% | +465.7% |
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 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