+642.5%
CMCSA vs AEE
+818.5%
-176.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.4% | -6.2% | -6.4% |
| 7D | -8.3% | +1.1% | -9.3% | -8.8% |
| 30D | -2.4% | 0.0% | -2.4% | -2.5% |
| 3M | +4.5% | -0.9% | +5.4% | +4.7% |
| 6M | -18.8% | -2.4% | -16.4% | -18.0% |
| YTD | -8.9% | +8.6% | -17.6% | -13.3% |
| 1Y | -18.3% | +10.2% | -28.5% | -22.9% |
| 3Y | -35.0% | +47.8% | -82.8% | -48.5% |
| 5Y | -48.2% | +40.1% | -88.3% | -58.4% |
| 10Y | +4.6% | +195.0% | -190.5% | -48.3% |
| All | +642.5% | +818.5% | -176.0% | +68.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling