+147.9%
CIEN vs AIG
-77.3%
+225.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +2.0% | +1.3% |
| 7D | -15.2% | -0.9% | -14.2% | -15.0% |
| 30D | -21.5% | -4.9% | -16.6% | -20.6% |
| 3M | -40.1% | +4.5% | -44.5% | -41.0% |
| 6M | -6.6% | -1.4% | -5.1% | -6.9% |
| YTD | +37.3% | -9.8% | +47.1% | +38.9% |
| 1Y | +174.5% | -4.5% | +179.1% | +172.8% |
| 3Y | +562.3% | +37.4% | +524.8% | +497.7% |
| 5Y | +463.9% | +55.0% | +409.0% | +390.4% |
| 10Y | +1,302.4% | +63.7% | +1,238.7% | +1,034.8% |
| All | +147.9% | -77.3% | +225.2% | +84.0% |
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