+193,725.9%
CSCO vs AEP
+2,477.3%
+191,248.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.2% | -6.5% | -6.3% |
| 7D | +1.9% | +2.9% | -1.0% | +1.0% |
| 30D | -15.8% | +3.2% | -19.0% | -16.7% |
| 3M | -15.4% | +3.8% | -19.2% | -16.5% |
| 6M | -5.4% | +2.5% | -7.9% | -6.5% |
| YTD | +26.5% | +15.5% | +11.0% | +19.6% |
| 1Y | +25.9% | +9.6% | +16.3% | +21.1% |
| 3Y | +97.5% | +91.2% | +6.4% | +54.9% |
| 5Y | +93.0% | +88.2% | +4.8% | +51.0% |
| 10Y | +308.6% | +205.1% | +103.5% | +166.7% |
| All | +193,725.9% | +2,477.3% | +191,248.6% | +44,986.5% |
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