+3,555.0%
AEM vs AIG
-22.8%
+3,577.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | +3.0% | -1.4% | +4.5% | +3.1% |
| 30D | +12.5% | -3.3% | +15.8% | +12.6% |
| 3M | +26.9% | +2.2% | +24.8% | +26.8% |
| 6M | -9.4% | -2.1% | -7.3% | -9.4% |
| YTD | +20.3% | -11.2% | +31.5% | +20.7% |
| 1Y | +33.8% | -2.1% | +35.9% | +33.7% |
| 3Y | +349.8% | +34.4% | +315.4% | +343.5% |
| 5Y | +301.0% | +53.7% | +247.3% | +292.3% |
| 10Y | +376.1% | +64.4% | +311.7% | +357.0% |
| All | +3,555.0% | -22.8% | +3,577.8% | +4,918.6% |
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