+48.7%
ADP vs AIG
+57.4%
-8.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.4% | -2.3% | 0.0% |
| 7D | +3.2% | +2.2% | +1.0% | +2.4% |
| 30D | +12.8% | +6.9% | +5.9% | +10.2% |
| 3M | +12.3% | +6.8% | +5.5% | +9.8% |
| 6M | +45.4% | +9.2% | +36.2% | +40.9% |
| YTD | +21.4% | -1.9% | +23.3% | +21.6% |
| 1Y | +23.7% | +9.7% | +14.1% | +18.9% |
| 3Y | +43.6% | +37.9% | +5.7% | +26.2% |
| 5Y | +48.7% | +56.8% | -8.1% | +23.0% |
| All | +48.7% | +57.4% | -8.7% | +23.0% |
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