+1,460.5%
CIEN vs AA
+121.9%
+1,338.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.5% |
| 7D | -4.6% | -0.6% | -3.9% | -4.4% |
| 30D | -12.8% | -1.6% | -11.3% | -12.7% |
| 3M | -23.1% | -29.8% | +6.7% | -16.8% |
| 6M | +6.1% | -16.6% | +22.7% | +9.8% |
| YTD | +44.5% | -4.0% | +48.6% | +44.5% |
| 1Y | +176.6% | +63.5% | +113.1% | +144.7% |
| 3Y | +601.0% | +86.8% | +514.2% | +480.2% |
| 5Y | +509.1% | +12.4% | +496.8% | +426.9% |
| 10Y | +1,460.5% | +132.3% | +1,328.1% | +792.0% |
| All | +1,460.5% | +121.9% | +1,338.6% | +792.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 10y: compounded portfolio wealth divided by compounded AA 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…
10y analysis · Full analysis span regression · 6 months rolling