+359.9%
CSCO vs AEE
+191.3%
+168.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.4% |
| 7D | -1.1% | -0.7% | -0.4% | -0.8% |
| 30D | -10.8% | -2.0% | -8.8% | -10.2% |
| 3M | -9.2% | -2.8% | -6.4% | -8.7% |
| 6M | +39.5% | -3.6% | +43.1% | +40.5% |
| YTD | +41.5% | +7.3% | +34.2% | +36.1% |
| 1Y | +61.0% | +8.7% | +52.3% | +53.7% |
| 3Y | +105.2% | +46.0% | +59.2% | +71.1% |
| 5Y | +113.4% | +39.8% | +73.7% | +79.9% |
| All | +359.9% | +191.3% | +168.6% | +224.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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