+108.1%
CSCO vs AEIS
+157.5%
-49.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | 0.0% |
| 7D | -0.7% | +3.0% | -3.6% | -1.3% |
| 30D | -10.1% | -14.6% | +4.5% | -7.3% |
| 3M | -15.7% | -12.4% | -3.2% | -14.3% |
| 6M | +36.3% | -15.0% | +51.2% | +37.6% |
| YTD | +43.8% | +34.3% | +9.5% | +29.8% |
| 1Y | +63.9% | +87.4% | -23.4% | +34.3% |
| All | +108.1% | +157.5% | -49.4% | +48.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling