+220,352.2%
CSCO vs AIG
-16.3%
+220,368.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.4% | +0.7% |
| 7D | -0.7% | -0.9% | +0.3% | -0.5% |
| 30D | -10.1% | -4.9% | -5.2% | -9.2% |
| 3M | -15.7% | +4.5% | -20.1% | -16.6% |
| 6M | +36.3% | -1.4% | +37.7% | +36.3% |
| YTD | +43.8% | -9.8% | +53.6% | +46.2% |
| 1Y | +63.9% | -4.5% | +68.5% | +64.3% |
| 3Y | +104.4% | +37.4% | +66.9% | +88.9% |
| 5Y | +111.4% | +55.0% | +56.4% | +88.8% |
| 10Y | +361.7% | +63.7% | +298.0% | +289.0% |
| All | +220,352.2% | -16.3% | +220,368.5% | +74,515.9% |
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