-46.7%
CMCSA vs AEE
+38.5%
-85.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.6% | +2.8% |
| 7D | -5.6% | -0.7% | -4.9% | -5.3% |
| 30D | -1.9% | -2.0% | +0.1% | -1.2% |
| 3M | +6.4% | -2.8% | +9.3% | +7.2% |
| 6M | -16.9% | -3.6% | -13.4% | -16.1% |
| YTD | -6.8% | +7.3% | -14.1% | -9.4% |
| 1Y | -15.9% | +8.7% | -24.6% | -18.7% |
| 3Y | -33.4% | +46.0% | -79.4% | -42.9% |
| 5Y | -46.7% | +39.8% | -86.5% | -55.2% |
| All | -46.7% | +38.5% | -85.2% | -55.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling