+1,156.2%
ABBV vs AIG
+180.6%
+975.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.2% |
| 7D | +0.4% | -0.9% | +1.3% | +0.6% |
| 30D | +4.2% | -4.9% | +9.0% | +5.5% |
| 3M | +14.8% | +4.5% | +10.4% | +13.4% |
| 6M | +10.3% | -1.4% | +11.7% | +10.5% |
| YTD | +14.9% | -9.8% | +24.7% | +17.5% |
| 1Y | +24.1% | -4.5% | +28.7% | +24.7% |
| 3Y | +91.9% | +37.4% | +54.5% | +73.5% |
| 5Y | +176.0% | +55.0% | +121.1% | +135.6% |
| 10Y | +502.9% | +63.7% | +439.3% | +384.4% |
| All | +1,156.2% | +180.6% | +975.6% | +782.7% |
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