+377.3%
CSCO vs AAL
-65.6%
+442.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | 0.0% | -1.3% | +1.3% | +0.2% |
| 30D | -10.7% | -13.7% | +3.0% | -8.8% |
| 3M | -8.7% | -8.2% | -0.6% | -8.0% |
| 6M | +44.9% | +13.1% | +31.8% | +40.8% |
| YTD | +44.1% | -15.6% | +59.7% | +46.0% |
| 1Y | +65.9% | +1.4% | +64.5% | +62.5% |
| 3Y | +109.0% | -7.4% | +116.4% | +100.9% |
| 5Y | +114.8% | -35.9% | +150.7% | +112.0% |
| 10Y | +377.3% | -65.1% | +442.5% | +400.0% |
| All | +377.3% | -65.6% | +442.9% | +400.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling