+68.0%
AEP vs AIG
+52.4%
+15.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | +0.9% | -1.4% | +2.3% | +1.2% |
| 30D | +1.5% | -3.3% | +4.8% | +2.1% |
| 3M | -1.7% | +2.2% | -3.9% | -2.2% |
| 6M | -4.0% | -2.1% | -1.9% | -3.8% |
| YTD | +10.6% | -11.2% | +21.8% | +12.7% |
| 1Y | +18.6% | -2.1% | +20.7% | +18.4% |
| 3Y | +78.7% | +34.4% | +44.3% | +67.1% |
| All | +68.0% | +52.4% | +15.6% | +51.9% |
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