+198,812.8%
CSCO vs AEP
+2,450.6%
+196,362.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | -4.7% | -0.8% | -3.9% | -4.4% |
| 30D | -17.1% | +4.9% | -22.0% | -18.4% |
| 3M | -19.6% | +4.9% | -24.5% | -20.9% |
| 6M | +2.4% | -0.3% | +2.7% | +2.1% |
| YTD | +29.8% | +14.3% | +15.5% | +23.2% |
| 1Y | +38.7% | +7.5% | +31.2% | +34.3% |
| 3Y | +101.3% | +82.6% | +18.7% | +60.3% |
| 5Y | +94.8% | +81.5% | +13.4% | +54.3% |
| 10Y | +324.2% | +203.2% | +121.0% | +177.5% |
| All | +198,812.8% | +2,450.6% | +196,362.2% | +46,328.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling