+98.3%
CSCO vs AEM
+266.3%
-168.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.1% | +4.6% | 0.0% |
| 7D | -4.7% | +13.9% | -18.5% | -5.9% |
| 30D | -17.1% | +0.8% | -17.9% | -17.2% |
| 3M | -19.6% | +5.8% | -25.4% | -20.2% |
| 6M | +2.4% | -1.0% | +3.4% | +1.9% |
| YTD | +29.8% | +13.1% | +16.7% | +27.3% |
| 1Y | +38.7% | +14.4% | +24.2% | +35.8% |
| 3Y | +101.3% | +325.7% | -224.4% | +73.3% |
| All | +98.3% | +266.3% | -168.0% | +69.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling