+1,660.0%
CSCO vs AEE
+813.9%
+846.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.5% | +0.5% |
| 7D | -0.7% | +0.3% | -1.0% | -0.8% |
| 30D | -10.1% | -2.3% | -7.8% | -9.3% |
| 3M | -15.7% | +0.2% | -15.9% | -16.3% |
| 6M | +36.3% | -4.7% | +41.0% | +38.0% |
| YTD | +43.8% | +8.1% | +35.7% | +37.8% |
| 1Y | +63.9% | +8.5% | +55.4% | +56.5% |
| 3Y | +104.4% | +48.9% | +55.5% | +68.3% |
| 5Y | +111.4% | +39.9% | +71.4% | +77.2% |
| 10Y | +361.7% | +186.5% | +175.1% | +177.3% |
| All | +1,660.0% | +813.9% | +846.1% | +620.8% |
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