+335.7%
CSCO vs AEIS
+350.2%
-14.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.5% | +1.5% |
| 7D | +6.6% | +23.2% | -16.7% | +0.9% |
| 30D | -11.3% | -17.0% | +5.7% | -7.8% |
| 3M | -17.3% | -32.2% | +14.8% | -10.1% |
| 6M | +3.5% | -32.6% | +36.1% | +11.0% |
| YTD | +34.9% | +9.4% | +25.5% | +25.2% |
| 1Y | +40.5% | +7.7% | +32.8% | +30.7% |
| 3Y | +109.3% | +157.9% | -48.7% | +47.5% |
| 5Y | +105.9% | +154.8% | -48.9% | +41.4% |
| All | +335.7% | +350.2% | -14.5% | +133.8% |
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