+67.3%
AG vs AIG
+52.4%
+15.0%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | 0.0% | -4.9% | -4.9% |
| 7D | -5.8% | -2.4% | -3.4% | -5.3% |
| 30D | +6.4% | -2.9% | +9.3% | +7.0% |
| 3M | +28.4% | +0.8% | +27.6% | +27.8% |
| 6M | -24.5% | -2.7% | -21.8% | -24.3% |
| YTD | +21.2% | -11.2% | +32.4% | +23.8% |
| 1Y | +114.1% | -1.5% | +115.6% | +111.9% |
| 3Y | +268.0% | +34.4% | +233.7% | +243.3% |
| 5Y | +67.3% | +54.4% | +12.9% | +51.1% |
| All | +67.3% | +52.4% | +15.0% | +51.1% |
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