-27.1%
CMCSA vs AEE
+65.0%
-92.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.1% |
| 7D | +3.2% | +1.7% | +1.5% | +2.7% |
| 30D | +19.5% | +9.7% | +9.8% | +16.5% |
| 3M | -2.4% | +5.9% | -8.3% | -4.0% |
| 6M | +3.8% | +6.7% | -2.9% | +1.6% |
| YTD | -5.4% | +17.4% | -22.7% | -9.5% |
| 1Y | +1.1% | +12.7% | -11.5% | -2.3% |
| 3Y | -27.1% | +68.2% | -95.3% | -38.4% |
| All | -27.1% | +65.0% | -92.1% | -38.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling