+368.4%
CSCO vs AEP
+177.9%
+190.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | 0.0% | +0.9% | -0.9% | -0.3% |
| 30D | -10.7% | +1.5% | -12.2% | -11.2% |
| 3M | -8.7% | -1.7% | -7.1% | -8.5% |
| 6M | +44.9% | -4.0% | +48.9% | +46.1% |
| YTD | +44.1% | +10.6% | +33.5% | +38.3% |
| 1Y | +65.9% | +18.6% | +47.2% | +54.8% |
| 3Y | +109.0% | +78.7% | +30.3% | +64.5% |
| 5Y | +114.8% | +65.1% | +49.7% | +73.3% |
| All | +368.4% | +177.9% | +190.5% | +234.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 AEP 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