+15.9%
ABNB vs AIG
+118.5%
-102.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -9.5% | -2.4% | -7.1% | -8.5% |
| 30D | -9.4% | -2.9% | -6.4% | -8.1% |
| 3M | +29.9% | +0.8% | +29.1% | +29.0% |
| 6M | +26.6% | -2.7% | +29.2% | +27.6% |
| YTD | +23.5% | -11.2% | +34.7% | +29.5% |
| 1Y | +35.8% | -1.5% | +37.4% | +34.5% |
| 3Y | +15.0% | +34.4% | -19.4% | -4.2% |
| 5Y | +1.5% | +54.4% | -52.9% | -20.0% |
| All | +15.9% | +118.5% | -102.7% | -8.3% |
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