+45.9%
CSCO vs AAL
+4.4%
+41.6%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.3% | -5.7% | +0.3% |
| 7D | -6.1% | +8.3% | -14.4% | -6.5% |
| 30D | -8.2% | +6.2% | -14.4% | -8.5% |
| 3M | -14.6% | -17.7% | +3.1% | -13.6% |
| 6M | +12.7% | +15.4% | -2.7% | +11.2% |
| YTD | +37.0% | -11.1% | +48.1% | +36.4% |
| 1Y | +45.9% | +7.7% | +38.2% | +44.9% |
| All | +45.9% | +4.4% | +41.6% | +44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AAL.
Daily Out/Under-Performance
Portfolio return minus AAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAL 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 1y: compounded portfolio wealth divided by compounded AAL 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…
1y analysis · Full analysis span regression · 6 months rolling