+318.8%
ADP vs AIG
+69.4%
+249.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.1% |
| 7D | +0.9% | +1.4% | -0.5% | +0.4% |
| 30D | +11.9% | +6.6% | +5.3% | +9.3% |
| 3M | +13.7% | +7.9% | +5.9% | +10.6% |
| 6M | +46.8% | +10.4% | +36.4% | +41.4% |
| YTD | +21.8% | -1.3% | +23.1% | +21.5% |
| 1Y | +23.5% | +11.5% | +12.1% | +17.8% |
| 3Y | +44.1% | +38.8% | +5.3% | +25.3% |
| 5Y | +49.9% | +57.8% | -8.0% | +21.6% |
| 10Y | +318.8% | +68.4% | +250.4% | +183.1% |
| All | +318.8% | +69.4% | +249.3% | +183.1% |
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