+15.1%
ABNB vs AIG
+33.4%
-18.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.3% | -3.0% |
| 7D | -7.4% | -1.4% | -6.0% | -6.9% |
| 30D | -8.2% | -3.3% | -4.8% | -7.0% |
| 3M | +29.1% | +2.2% | +27.0% | +27.7% |
| 6M | +26.6% | -2.1% | +28.7% | +27.1% |
| YTD | +25.0% | -11.2% | +36.2% | +30.3% |
| 1Y | +37.0% | -2.1% | +39.1% | +35.9% |
| All | +15.1% | +33.4% | -18.2% | -3.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling