+527.0%
CIEN vs AIG
+52.4%
+474.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.4% | -1.1% |
| 7D | -4.6% | -1.4% | -3.1% | -4.3% |
| 30D | -12.8% | -3.3% | -9.5% | -12.2% |
| 3M | -23.1% | +2.2% | -25.2% | -24.1% |
| 6M | +6.1% | -2.1% | +8.2% | +5.9% |
| YTD | +44.5% | -11.2% | +55.7% | +48.0% |
| 1Y | +176.6% | -2.1% | +178.7% | +170.3% |
| 3Y | +601.0% | +34.4% | +566.6% | +486.8% |
| All | +527.0% | +52.4% | +474.6% | +384.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling