+6.1%
CMCSA vs AEM
+378.0%
-371.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | +0.1% |
| 7D | -4.9% | -2.1% | -2.7% | -4.8% |
| 30D | -1.1% | +8.4% | -9.5% | -1.3% |
| 3M | +6.6% | +27.3% | -20.7% | +5.9% |
| 6M | -15.5% | -9.7% | -5.8% | -15.3% |
| YTD | -6.7% | +19.0% | -25.6% | -7.3% |
| 1Y | -15.6% | +31.5% | -47.1% | -16.5% |
| 3Y | -33.7% | +338.7% | -372.4% | -37.9% |
| 5Y | -46.6% | +307.4% | -354.1% | -50.1% |
| All | +6.1% | +378.0% | -371.9% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded AEM 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling