+193,725.9%
CSCO vs AIG
-8.4%
+193,734.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.4% | -6.6% | -6.3% |
| 7D | +1.9% | +6.6% | -4.7% | +0.6% |
| 30D | -15.8% | +7.0% | -22.9% | -17.1% |
| 3M | -15.4% | +9.7% | -25.1% | -17.2% |
| 6M | -5.4% | +10.8% | -16.2% | -7.7% |
| YTD | +26.5% | -1.3% | +27.7% | +26.0% |
| 1Y | +25.9% | +8.4% | +17.5% | +22.9% |
| 3Y | +97.5% | +39.0% | +58.5% | +82.0% |
| 5Y | +93.0% | +59.6% | +33.4% | +71.1% |
| 10Y | +308.6% | +68.4% | +240.2% | +241.5% |
| All | +193,725.9% | -8.4% | +193,734.3% | +64,179.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling