+220,352.3%
CSCO vs AEP
+2,365.2%
+217,987.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -0.7% | +1.8% | -2.5% | -1.2% |
| 30D | -10.1% | -0.8% | -9.3% | -10.0% |
| 3M | -15.7% | -1.8% | -13.9% | -15.4% |
| 6M | +36.3% | -5.4% | +41.6% | +38.1% |
| YTD | +43.8% | +10.4% | +33.4% | +38.1% |
| 1Y | +63.9% | +18.2% | +45.8% | +53.5% |
| 3Y | +104.4% | +79.0% | +25.4% | +63.5% |
| 5Y | +111.4% | +64.8% | +46.5% | +72.9% |
| 10Y | +361.7% | +170.8% | +190.8% | +213.3% |
| All | +220,352.3% | +2,365.2% | +217,987.1% | +51,953.7% |
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 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