+330.5%
CSCO vs AEIS
+375.1%
-44.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.5% | -1.8% | +1.5% |
| 7D | -2.8% | +9.5% | -12.2% | -5.1% |
| 30D | -12.6% | -17.5% | +4.9% | -9.1% |
| 3M | -16.0% | -29.3% | +13.3% | -9.6% |
| 6M | +2.8% | -34.7% | +37.6% | +11.1% |
| YTD | +33.2% | +10.7% | +22.5% | +23.3% |
| 1Y | +43.1% | +7.4% | +35.7% | +33.2% |
| 3Y | +106.7% | +161.1% | -54.4% | +45.2% |
| 5Y | +103.6% | +150.7% | -47.1% | +40.4% |
| 10Y | +330.5% | +360.8% | -30.4% | +130.2% |
| All | +330.5% | +375.1% | -44.6% | +130.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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