+114.8%
CSCO vs AEM
+296.4%
-181.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.1% | +0.2% |
| 7D | 0.0% | +3.0% | -3.0% | -0.3% |
| 30D | -10.7% | +12.5% | -23.2% | -11.8% |
| 3M | -8.7% | +26.9% | -35.7% | -11.0% |
| 6M | +44.9% | -9.4% | +54.4% | +45.4% |
| YTD | +44.1% | +20.3% | +23.9% | +40.9% |
| 1Y | +65.9% | +33.8% | +32.1% | +60.3% |
| 3Y | +109.0% | +349.8% | -240.8% | +80.0% |
| 5Y | +114.8% | +301.0% | -186.3% | +83.7% |
| All | +114.8% | +296.4% | -181.6% | +83.7% |
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