+105.9%
CSCO vs AEE
+56.1%
+49.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | +6.6% | +0.6% | +5.9% | +6.4% |
| 30D | -11.3% | +8.8% | -20.2% | -13.4% |
| 3M | -17.3% | +5.1% | -22.4% | -18.5% |
| 6M | +3.5% | +5.2% | -1.6% | +1.5% |
| YTD | +34.9% | +16.1% | +18.8% | +27.3% |
| 1Y | +40.5% | +10.4% | +30.0% | +34.9% |
| 3Y | +109.3% | +63.1% | +46.1% | +70.9% |
| 5Y | +105.9% | +55.6% | +50.3% | +68.4% |
| All | +105.9% | +56.1% | +49.8% | +68.4% |
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