+30.3%
CIEN vs AEE
+892.1%
-861.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.1% | -5.7% | -5.1% |
| 7D | +15.3% | +1.7% | +13.6% | +14.4% |
| 30D | -22.0% | +9.7% | -31.7% | -25.6% |
| 3M | -36.6% | +5.9% | -42.6% | -38.6% |
| 6M | -51.5% | +6.7% | -58.2% | -53.3% |
| YTD | +20.0% | +17.4% | +2.6% | +10.6% |
| 1Y | +44.5% | +12.7% | +31.8% | +35.5% |
| 3Y | +539.0% | +68.2% | +470.8% | +387.6% |
| 5Y | +356.8% | +57.3% | +299.5% | +255.1% |
| 10Y | +1,190.4% | +220.6% | +969.8% | +574.4% |
| All | +30.3% | +892.1% | -861.8% | -54.3% |
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