+279.0%
ADP vs AIG
+63.9%
+215.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.2% |
| 7D | -5.7% | -1.4% | -4.2% | -5.2% |
| 30D | -3.1% | -3.3% | +0.2% | -1.9% |
| 3M | +15.6% | +2.2% | +13.4% | +14.7% |
| 6M | +20.8% | -2.1% | +22.9% | +21.4% |
| YTD | +4.7% | -11.2% | +15.9% | +8.7% |
| 1Y | -8.3% | -2.1% | -6.2% | -8.5% |
| 3Y | +13.6% | +34.4% | -20.8% | -0.2% |
| 5Y | +45.0% | +53.7% | -8.7% | +18.6% |
| 10Y | +279.0% | +64.4% | +214.6% | +160.3% |
| All | +279.0% | +63.9% | +215.1% | +160.3% |
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 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