+2,231.7%
AEP vs AIG
-23.1%
+2,254.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.7% | +1.0% |
| 7D | +2.0% | -1.6% | +3.6% | +2.2% |
| 30D | +0.5% | -5.2% | +5.7% | +1.1% |
| 3M | -0.3% | +1.5% | -1.8% | -0.5% |
| 6M | -3.5% | -3.9% | +0.5% | -3.1% |
| YTD | +11.3% | -11.6% | +22.9% | +12.7% |
| 1Y | +20.2% | -2.9% | +23.2% | +20.3% |
| 3Y | +79.8% | +33.7% | +46.0% | +72.5% |
| 5Y | +65.6% | +52.7% | +12.9% | +55.1% |
| 10Y | +169.3% | +62.6% | +106.7% | +141.3% |
| All | +2,231.7% | -23.1% | +2,254.8% | +1,504.8% |
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