+104.7%
CSCO vs AAL
+16.4%
+88.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +7.4% | -2.3% | +4.0% |
| 7D | -2.9% | +8.3% | -11.2% | -4.0% |
| 30D | -16.7% | +11.0% | -27.6% | -17.9% |
| 3M | -18.4% | -11.2% | -7.3% | -17.3% |
| 6M | +2.9% | +6.1% | -3.1% | +1.2% |
| YTD | +30.4% | -7.6% | +38.1% | +30.3% |
| 1Y | +41.4% | +3.7% | +37.6% | +38.3% |
| 3Y | +104.7% | +20.5% | +84.1% | +69.2% |
| All | +104.7% | +16.4% | +88.2% | +69.2% |
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