+61.0%
CSCO vs AEP
+17.4%
+43.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.9% | -1.9% |
| 7D | -1.1% | -1.0% | -0.1% | -1.2% |
| 30D | -10.8% | -0.1% | -10.7% | -10.8% |
| 3M | -9.2% | -3.2% | -6.0% | -9.7% |
| 6M | +39.5% | -5.3% | +44.8% | +38.3% |
| YTD | +41.5% | +9.5% | +32.0% | +44.9% |
| 1Y | +61.0% | +17.5% | +43.5% | +66.6% |
| All | +61.0% | +17.4% | +43.6% | +66.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling