+378.7%
CIEN vs AEIS
+145.4%
+233.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | +0.1% |
| 7D | +27.4% | +23.2% | +4.1% | +11.1% |
| 30D | -26.6% | -17.0% | -9.6% | -16.3% |
| 3M | -32.0% | -32.2% | +0.2% | -11.9% |
| 6M | -49.1% | -32.6% | -16.5% | -34.9% |
| YTD | +25.7% | +9.4% | +16.3% | +19.8% |
| 1Y | +40.3% | +7.7% | +32.6% | +35.9% |
| 3Y | +566.2% | +157.9% | +408.2% | +286.6% |
| 5Y | +378.7% | +154.8% | +224.0% | +149.3% |
| All | +378.7% | +145.4% | +233.3% | +149.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling