+359.9%
CSCO vs AEM
+369.2%
-9.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | -1.6% |
| 7D | -1.1% | -5.0% | +4.0% | -0.7% |
| 30D | -10.8% | +8.5% | -19.2% | -11.3% |
| 3M | -9.2% | +29.3% | -38.5% | -11.0% |
| 6M | +39.5% | -12.9% | +52.5% | +40.2% |
| YTD | +41.5% | +16.8% | +24.7% | +39.5% |
| 1Y | +61.0% | +29.8% | +31.1% | +57.4% |
| 3Y | +105.2% | +336.7% | -231.5% | +85.6% |
| 5Y | +113.4% | +299.9% | -186.5% | +92.2% |
| All | +359.9% | +369.2% | -9.4% | +314.2% |
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