+25.9%
CSCO vs AIG
+8.7%
+17.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.4% | -6.6% | -6.2% |
| 7D | +1.9% | +6.6% | -4.7% | +2.3% |
| 30D | -15.8% | +7.0% | -22.9% | -15.5% |
| 3M | -15.4% | +9.7% | -25.1% | -14.9% |
| 6M | -5.4% | +10.8% | -16.2% | -4.5% |
| YTD | +26.5% | -1.3% | +27.7% | +27.5% |
| 1Y | +25.9% | +8.4% | +17.5% | +28.3% |
| All | +25.9% | +8.7% | +17.2% | +28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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