+355.1%
AEM vs AIG
+66.2%
+288.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.8% |
| 7D | -2.1% | -1.2% | -1.0% | -2.1% |
| 30D | +8.4% | -1.1% | +9.5% | +8.5% |
| 3M | +27.3% | +0.7% | +26.6% | +27.2% |
| 6M | -9.7% | -2.2% | -7.5% | -9.6% |
| YTD | +19.0% | -10.8% | +29.8% | +19.7% |
| 1Y | +31.5% | -2.0% | +33.5% | +31.3% |
| 3Y | +338.7% | +34.8% | +303.9% | +328.9% |
| 5Y | +307.4% | +55.0% | +252.4% | +294.6% |
| All | +355.1% | +66.2% | +288.9% | +287.5% |
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