+114.0%
CSCO vs AEIS
+228.8%
-114.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -0.7% |
| 7D | -0.5% | +8.1% | -8.7% | -2.4% |
| 30D | -10.1% | -11.1% | +1.0% | -7.8% |
| 3M | -11.7% | -5.6% | -6.1% | -11.9% |
| 6M | +40.1% | -0.6% | +40.7% | +36.2% |
| YTD | +43.8% | +38.0% | +5.8% | +27.0% |
| 1Y | +66.6% | +87.2% | -20.6% | +33.5% |
| 3Y | +108.5% | +179.7% | -71.2% | +42.6% |
| 5Y | +114.0% | +241.7% | -127.8% | +30.0% |
| All | +114.0% | +228.8% | -114.9% | +30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling