+49.1%
CIEN vs AEE
+813.9%
-764.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.1% | +1.1% |
| 7D | -15.2% | +0.3% | -15.5% | -15.3% |
| 30D | -21.5% | -2.3% | -19.2% | -20.6% |
| 3M | -40.1% | +0.2% | -40.3% | -40.5% |
| 6M | -6.6% | -4.7% | -1.8% | -4.8% |
| YTD | +37.3% | +8.1% | +29.2% | +32.0% |
| 1Y | +174.5% | +8.5% | +166.0% | +162.7% |
| 3Y | +562.3% | +48.9% | +513.4% | +435.6% |
| 5Y | +463.9% | +39.9% | +424.0% | +364.5% |
| 10Y | +1,302.4% | +186.5% | +1,115.8% | +674.6% |
| All | +49.1% | +813.9% | -764.8% | -45.5% |
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