+3,357.7%
CSCO vs AEIS
+2,004.7%
+1,353.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.8% |
| 7D | -4.7% | -6.9% | +2.2% | -3.3% |
| 30D | -17.1% | -23.2% | +6.1% | -12.1% |
| 3M | -19.6% | -29.5% | +9.9% | -13.5% |
| 6M | +2.4% | -37.9% | +40.3% | +12.0% |
| YTD | +29.8% | +6.0% | +23.8% | +22.1% |
| 1Y | +38.7% | +1.2% | +37.4% | +31.7% |
| 3Y | +101.3% | +150.0% | -48.6% | +46.7% |
| 5Y | +94.8% | +141.9% | -47.0% | +39.8% |
| 10Y | +324.2% | +356.2% | -31.9% | +134.1% |
| All | +3,357.7% | +2,004.7% | +1,353.0% | +790.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling