-68.6%
AAL vs AIG
+67.5%
-136.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.4% | -1.3% |
| 7D | -0.1% | +6.6% | -6.6% | -4.7% |
| 30D | +11.7% | +7.0% | +4.7% | +6.0% |
| 3M | -12.5% | +9.7% | -22.3% | -18.8% |
| 6M | +3.6% | +10.8% | -7.2% | -5.1% |
| YTD | -14.1% | -1.3% | -12.8% | -15.0% |
| 1Y | +0.8% | +8.4% | -7.6% | -7.7% |
| 3Y | +11.8% | +39.0% | -27.2% | -18.4% |
| 5Y | -35.1% | +59.6% | -94.7% | -58.3% |
| All | -68.6% | +67.5% | -136.1% | -85.3% |
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