+23.5%
ADM vs AIG
+58.0%
-34.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.6% | +1.7% | +2.1% |
| 7D | +0.1% | +1.4% | -1.3% | -0.4% |
| 30D | -11.8% | +6.6% | -18.4% | -13.9% |
| 3M | -11.3% | +7.9% | -19.2% | -13.8% |
| 6M | -10.0% | +10.4% | -20.4% | -13.6% |
| YTD | +25.9% | -1.3% | +27.2% | +25.6% |
| 1Y | +26.7% | +11.5% | +15.2% | +20.1% |
| 3Y | +8.1% | +38.8% | -30.6% | -7.1% |
| 5Y | +23.5% | +57.8% | -34.3% | -0.6% |
| All | +23.5% | +58.0% | -34.4% | -0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling