+2.7%
AA vs AIG
+52.4%
-49.7%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | 0.0% | -4.8% | -4.8% |
| 7D | -5.4% | -2.4% | -3.0% | -4.1% |
| 30D | -10.7% | -2.9% | -7.7% | -9.3% |
| 3M | -26.2% | +0.8% | -27.0% | -27.3% |
| 6M | -20.9% | -2.7% | -18.3% | -21.2% |
| YTD | -8.6% | -11.2% | +2.6% | -4.0% |
| 1Y | +57.4% | -1.5% | +58.9% | +51.4% |
| 3Y | +77.8% | +34.4% | +43.4% | +29.0% |
| 5Y | +2.7% | +54.4% | -51.7% | -37.4% |
| All | +2.7% | +52.4% | -49.7% | -37.4% |
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