+11,987.3%
ADP vs AIG
-14.7%
+12,002.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.4% | -2.3% | +0.5% |
| 7D | +3.2% | +2.2% | +1.0% | +2.8% |
| 30D | +12.8% | +6.9% | +5.9% | +11.5% |
| 3M | +12.3% | +6.8% | +5.5% | +11.0% |
| 6M | +45.4% | +9.2% | +36.2% | +43.2% |
| YTD | +21.4% | -1.9% | +23.3% | +21.5% |
| 1Y | +23.7% | +9.7% | +14.1% | +21.4% |
| 3Y | +43.6% | +37.9% | +5.7% | +35.0% |
| 5Y | +48.7% | +56.8% | -8.1% | +35.7% |
| 10Y | +316.1% | +67.6% | +248.5% | +261.8% |
| All | +11,987.3% | -14.7% | +12,002.0% | +6,971.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling