+409.0%
AG vs AIG
-91.0%
+500.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.3% | -3.0% |
| 7D | -6.7% | -1.2% | -5.6% | -6.6% |
| 30D | +2.2% | -1.1% | +3.2% | +2.3% |
| 3M | +15.7% | +0.7% | +15.0% | +15.4% |
| 6M | -23.8% | -2.2% | -21.6% | -23.7% |
| YTD | +17.6% | -10.8% | +28.5% | +19.0% |
| 1Y | +88.6% | -2.0% | +90.6% | +87.9% |
| 3Y | +253.4% | +34.8% | +218.6% | +236.2% |
| 5Y | +62.4% | +55.0% | +7.4% | +50.1% |
| 10Y | +61.2% | +65.1% | -3.8% | +41.4% |
| All | +409.0% | -91.0% | +500.0% | +459.2% |
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