+1,322.7%
CMCSA vs AEIS
+2,566.8%
-1,244.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -1.0% |
| 7D | -2.1% | +3.0% | -5.1% | -2.5% |
| 30D | +7.0% | -14.6% | +21.7% | +9.2% |
| 3M | +15.1% | -12.4% | +27.5% | +15.4% |
| 6M | -15.4% | -15.0% | -0.4% | -15.4% |
| YTD | -1.9% | +34.3% | -36.2% | -9.0% |
| 1Y | -12.7% | +87.4% | -100.1% | -23.5% |
| 3Y | -31.0% | +139.8% | -170.8% | -43.1% |
| 5Y | -46.1% | +220.7% | -266.8% | -58.0% |
| 10Y | +10.8% | +531.6% | -520.8% | -26.1% |
| All | +1,322.7% | +2,566.8% | -1,244.1% | +552.0% |
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