-35.3%
CMCSA vs AEM
+344.0%
-379.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.4% | -7.0% | -6.6% |
| 7D | -8.3% | +3.0% | -11.3% | -8.3% |
| 30D | -2.4% | +12.5% | -14.9% | -2.3% |
| 3M | +4.5% | +26.9% | -22.4% | +4.9% |
| 6M | -18.8% | -9.4% | -9.3% | -18.4% |
| YTD | -8.9% | +20.3% | -29.2% | -8.5% |
| 1Y | -18.3% | +33.8% | -52.1% | -18.2% |
| All | -35.3% | +344.0% | -379.3% | -42.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling