+116.6%
CIEN vs AEIS
+2,792.9%
-2,676.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.0% | -0.6% | -2.9% |
| 7D | +15.3% | +11.5% | +3.8% | +10.4% |
| 30D | -22.0% | -15.8% | -6.2% | -15.3% |
| 3M | -36.6% | -33.3% | -3.3% | -23.9% |
| 6M | -51.5% | -35.2% | -16.3% | -41.2% |
| YTD | +20.0% | +5.0% | +14.9% | +19.9% |
| 1Y | +44.5% | +8.5% | +36.0% | +43.1% |
| 3Y | +539.0% | +152.9% | +386.2% | +349.8% |
| 5Y | +356.8% | +144.6% | +212.2% | +217.9% |
| 10Y | +1,190.4% | +337.1% | +853.3% | +508.6% |
| All | +116.6% | +2,792.9% | -2,676.3% | -59.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling