+1,500.5%
CIEN vs AEIS
+562.2%
+938.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +4.9% | -0.5% | +2.1% |
| 7D | +8.9% | +2.3% | +6.6% | +7.8% |
| 30D | -19.1% | -14.8% | -4.3% | -12.7% |
| 3M | -21.5% | -15.6% | -5.9% | -15.4% |
| 6M | +2.8% | -8.7% | +11.5% | +7.2% |
| YTD | +49.5% | +37.3% | +12.1% | +30.2% |
| 1Y | +163.8% | +80.3% | +83.5% | +105.0% |
| 3Y | +615.8% | +177.9% | +437.9% | +362.6% |
| 5Y | +548.4% | +235.8% | +312.6% | +281.3% |
| All | +1,500.5% | +562.2% | +938.2% | +429.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 10y: compounded portfolio wealth divided by compounded AEIS 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…
10y analysis · Full analysis span regression · 6 months rolling