+114.8%
CSCO vs AIG
+53.4%
+61.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.2% | +0.1% |
| 7D | 0.0% | -1.4% | +1.4% | +0.4% |
| 30D | -10.7% | -3.3% | -7.4% | -9.9% |
| 3M | -8.7% | +2.2% | -10.9% | -9.5% |
| 6M | +44.9% | -2.1% | +47.0% | +45.2% |
| YTD | +44.1% | -11.2% | +55.3% | +48.5% |
| 1Y | +65.9% | -2.1% | +68.0% | +64.9% |
| 3Y | +109.0% | +34.4% | +74.6% | +85.0% |
| 5Y | +114.8% | +53.7% | +61.0% | +77.1% |
| All | +114.8% | +53.4% | +61.4% | +77.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling