+170.5%
ADM vs AIG
+65.5%
+105.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +2.0% | +2.2% |
| 7D | +1.4% | -1.4% | +2.8% | +1.9% |
| 30D | +8.2% | -3.3% | +11.5% | +9.5% |
| 3M | +8.7% | +2.2% | +6.5% | +7.5% |
| 6M | +29.1% | -2.1% | +31.2% | +29.3% |
| YTD | +53.7% | -11.2% | +64.8% | +59.2% |
| 1Y | +43.2% | -2.1% | +45.4% | +42.5% |
| 3Y | +21.4% | +34.4% | -13.0% | +5.6% |
| 5Y | +67.1% | +53.7% | +13.4% | +35.1% |
| All | +170.5% | +65.5% | +105.0% | +84.7% |
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 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