+115.3%
ADI vs AIG
+33.4%
+82.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | +2.6% | -1.4% | +4.1% | +3.1% |
| 30D | -4.6% | -3.3% | -1.3% | -3.7% |
| 3M | -9.5% | +2.2% | -11.7% | -10.8% |
| 6M | +14.8% | -2.1% | +17.0% | +14.8% |
| YTD | +35.8% | -11.2% | +47.0% | +40.8% |
| 1Y | +48.9% | -2.1% | +51.1% | +46.1% |
| All | +115.3% | +33.4% | +82.0% | +91.7% |
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 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