+108.1%
CSCO vs AAL
-7.9%
+116.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.4% |
| 7D | -0.7% | -3.7% | +3.1% | -0.2% |
| 30D | -10.1% | -20.8% | +10.7% | -7.3% |
| 3M | -15.7% | -1.3% | -14.4% | -16.0% |
| 6M | +36.3% | +5.4% | +30.9% | +33.8% |
| YTD | +43.8% | -14.4% | +58.2% | +45.3% |
| 1Y | +63.9% | +2.1% | +61.8% | +60.3% |
| All | +108.1% | -7.9% | +116.0% | +89.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling