+4.7%
CMCSA vs AEIS
+332.3%
-327.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.0% | +5.4% | +2.1% |
| 7D | +3.2% | +11.5% | -8.3% | +1.3% |
| 30D | +19.5% | -15.8% | +35.3% | +21.6% |
| 3M | -2.4% | -33.3% | +30.9% | +2.6% |
| 6M | +3.8% | -35.2% | +39.0% | +7.8% |
| YTD | -5.4% | +5.0% | -10.4% | -12.7% |
| 1Y | +1.1% | +8.5% | -7.4% | -7.6% |
| 3Y | -27.1% | +152.9% | -180.0% | -47.5% |
| 5Y | -40.3% | +144.6% | -184.9% | -57.6% |
| All | +4.7% | +332.3% | -327.6% | -41.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling