+6.0%
CMCSA vs AEM
+369.2%
-363.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.9% | +5.3% | +2.4% |
| 7D | -5.6% | -5.0% | -0.5% | -5.4% |
| 30D | -1.9% | +8.5% | -10.3% | -2.1% |
| 3M | +6.4% | +29.3% | -22.8% | +5.7% |
| 6M | -16.9% | -12.9% | -4.0% | -16.6% |
| YTD | -6.8% | +16.8% | -23.6% | -7.3% |
| 1Y | -15.9% | +29.8% | -45.7% | -16.8% |
| 3Y | -33.4% | +336.7% | -370.2% | -37.6% |
| 5Y | -46.7% | +299.9% | -346.6% | -50.2% |
| All | +6.0% | +369.2% | -363.3% | -1.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling