+1,447.4%
CSCO vs AEE
+892.1%
+555.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.1% | -7.3% | -6.7% |
| 7D | +1.9% | +1.7% | +0.2% | +1.2% |
| 30D | -15.8% | +9.7% | -25.6% | -19.1% |
| 3M | -15.4% | +5.9% | -21.3% | -17.5% |
| 6M | -5.4% | +6.7% | -12.1% | -8.6% |
| YTD | +26.5% | +17.4% | +9.1% | +17.0% |
| 1Y | +25.9% | +12.7% | +13.2% | +18.4% |
| 3Y | +97.5% | +68.2% | +29.3% | +54.8% |
| 5Y | +93.0% | +57.3% | +35.7% | +54.2% |
| 10Y | +308.6% | +220.6% | +88.0% | +134.5% |
| All | +1,447.4% | +892.1% | +555.3% | +512.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling