+308.5%
CSCO vs AEM
+412.5%
-104.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | 0.0% | -6.3% | -6.2% |
| 7D | +1.9% | -6.8% | +8.8% | +2.4% |
| 30D | -15.8% | +0.8% | -16.7% | -16.0% |
| 3M | -15.4% | -0.8% | -14.5% | -15.5% |
| 6M | -5.4% | -8.5% | +3.1% | -5.2% |
| YTD | +26.5% | +5.9% | +20.5% | +25.3% |
| 1Y | +25.9% | +6.6% | +19.3% | +24.6% |
| 3Y | +97.5% | +302.2% | -204.7% | +78.8% |
| 5Y | +93.0% | +250.8% | -157.8% | +74.4% |
| All | +308.5% | +412.5% | -104.0% | +262.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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