+41.6%
AA vs AIG
+67.5%
-26.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.1% | -2.0% |
| 7D | +0.5% | +6.6% | -6.1% | -4.2% |
| 30D | -0.6% | +7.0% | -7.6% | -5.9% |
| 3M | -19.7% | +9.7% | -29.4% | -25.7% |
| 6M | -41.6% | +10.8% | -52.4% | -47.2% |
| YTD | -24.6% | -1.3% | -23.4% | -27.1% |
| 1Y | +4.9% | +8.4% | -3.5% | -6.0% |
| 3Y | +66.8% | +39.0% | +27.8% | +18.5% |
| 5Y | -19.4% | +59.6% | -79.0% | -49.2% |
| All | +41.6% | +67.5% | -26.0% | -27.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling