+114.8%
CSCO vs AEE
+39.2%
+75.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.7% | +0.4% |
| 7D | 0.0% | +1.1% | -1.1% | -0.3% |
| 30D | -10.7% | 0.0% | -10.7% | -10.8% |
| 3M | -8.7% | -0.9% | -7.8% | -8.9% |
| 6M | +44.9% | -2.4% | +47.3% | +45.0% |
| YTD | +44.1% | +8.6% | +35.5% | +38.7% |
| 1Y | +65.9% | +10.2% | +55.7% | +58.5% |
| 3Y | +109.0% | +47.8% | +61.2% | +76.7% |
| 5Y | +114.8% | +40.1% | +74.7% | +82.1% |
| All | +114.8% | +39.2% | +75.6% | +82.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling