+335.7%
CSCO vs AAL
-68.0%
+403.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.6% | +6.8% | +2.1% |
| 7D | +6.6% | +2.9% | +3.6% | +6.1% |
| 30D | -11.3% | +6.5% | -17.8% | -12.3% |
| 3M | -17.3% | -10.9% | -6.5% | -16.1% |
| 6M | +3.5% | +4.9% | -1.4% | +1.9% |
| YTD | +34.9% | -13.2% | +48.1% | +35.7% |
| 1Y | +40.5% | -1.1% | +41.6% | +38.4% |
| 3Y | +109.3% | +12.8% | +96.5% | +95.1% |
| 5Y | +105.9% | -34.4% | +140.3% | +102.6% |
| All | +335.7% | -68.0% | +403.7% | +372.0% |
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