+65.9%
CSCO vs AAL
0.0%
+65.9%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | 0.0% | -1.3% | +1.3% | +0.1% |
| 30D | -10.7% | -13.7% | +3.0% | -10.0% |
| 3M | -8.7% | -8.2% | -0.6% | -8.4% |
| 6M | +44.9% | +13.1% | +31.8% | +42.4% |
| YTD | +44.1% | -15.6% | +59.7% | +44.3% |
| 1Y | +65.9% | +1.4% | +64.5% | +62.7% |
| All | +65.9% | 0.0% | +65.9% | +62.7% |
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