+377.3%
CSCO vs AEIS
+545.5%
-168.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.5% |
| 7D | 0.0% | +6.5% | -6.5% | -1.6% |
| 30D | -10.7% | -9.2% | -1.5% | -8.8% |
| 3M | -8.7% | -8.3% | -0.4% | -8.2% |
| 6M | +44.9% | -6.3% | +51.2% | +43.2% |
| YTD | +44.1% | +36.5% | +7.6% | +27.9% |
| 1Y | +65.9% | +84.8% | -18.9% | +34.3% |
| 3Y | +109.0% | +176.6% | -67.6% | +46.4% |
| 5Y | +114.8% | +237.1% | -122.3% | +38.6% |
| 10Y | +377.3% | +554.7% | -177.3% | +123.6% |
| All | +377.3% | +545.5% | -168.2% | +123.6% |
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