+1,500.5%
CIEN vs AIG
+66.2%
+1,434.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.4% | +4.1% | +4.4% |
| 7D | +8.9% | -1.2% | +10.0% | +9.2% |
| 30D | -19.1% | -1.1% | -18.0% | -19.0% |
| 3M | -21.5% | +0.7% | -22.2% | -22.2% |
| 6M | +2.8% | -2.2% | +5.0% | +2.6% |
| YTD | +49.5% | -10.8% | +60.3% | +52.4% |
| 1Y | +163.8% | -2.0% | +165.8% | +159.0% |
| 3Y | +615.8% | +34.8% | +581.0% | +523.9% |
| 5Y | +548.4% | +55.0% | +493.3% | +433.1% |
| All | +1,500.5% | +66.2% | +1,434.3% | +1,013.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling