-27.6%
AAL vs AIG
-88.5%
+60.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.4% | -1.2% |
| 7D | -0.1% | +6.6% | -6.6% | -2.2% |
| 30D | +11.7% | +7.0% | +4.7% | +9.1% |
| 3M | -12.5% | +9.7% | -22.3% | -15.4% |
| 6M | +3.6% | +10.8% | -7.2% | -0.3% |
| YTD | -14.1% | -1.3% | -12.8% | -14.3% |
| 1Y | +0.8% | +8.4% | -7.6% | -2.8% |
| 3Y | +11.8% | +39.0% | -27.2% | -1.5% |
| 5Y | -35.1% | +59.6% | -94.7% | -45.0% |
| 10Y | -68.3% | +68.4% | -136.7% | -73.7% |
| All | -27.6% | -88.5% | +60.9% | +85.2% |
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