+220,352.3%
CSCO vs AEM
+3,025.7%
+217,326.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.6% |
| 7D | -0.7% | -0.5% | -0.1% | -0.7% |
| 30D | -10.1% | +24.0% | -34.1% | -10.7% |
| 3M | -15.7% | +16.1% | -31.8% | -16.1% |
| 6M | +36.3% | -11.6% | +47.9% | +36.5% |
| YTD | +43.8% | +21.5% | +22.3% | +42.8% |
| 1Y | +63.9% | +39.2% | +24.8% | +62.1% |
| 3Y | +104.4% | +347.4% | -243.1% | +95.9% |
| 5Y | +111.4% | +290.1% | -178.8% | +102.7% |
| 10Y | +361.7% | +357.8% | +3.9% | +338.5% |
| All | +220,352.3% | +3,025.7% | +217,326.6% | +265,318.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling