+5,706.3%
ANET vs AIG
+81.3%
+5,624.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.4% | +5.2% | +5.5% |
| 7D | +3.0% | -1.2% | +4.2% | +3.4% |
| 30D | -5.2% | -1.1% | -4.1% | -4.9% |
| 3M | +27.6% | +0.7% | +26.9% | +26.8% |
| 6M | +44.4% | -2.2% | +46.6% | +44.7% |
| YTD | +52.3% | -10.8% | +63.2% | +57.2% |
| 1Y | +30.4% | -2.0% | +32.4% | +29.6% |
| 3Y | +313.3% | +34.8% | +278.4% | +263.6% |
| 5Y | +810.0% | +55.0% | +755.0% | +649.5% |
| 10Y | +3,903.8% | +65.1% | +3,838.8% | +2,833.1% |
| All | +5,706.3% | +81.3% | +5,624.9% | +4,273.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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