+96.4%
AGG vs AIG
-88.9%
+185.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -0.9% | -2.4% | +1.5% | -0.9% |
| 30D | -1.0% | -2.9% | +2.0% | -1.0% |
| 3M | -1.3% | +0.8% | -2.1% | -1.3% |
| 6M | -2.1% | -2.7% | +0.6% | -2.1% |
| YTD | -1.2% | -11.2% | +10.0% | -1.3% |
| 1Y | -0.5% | -1.5% | +1.0% | -0.5% |
| 3Y | +12.4% | +34.4% | -21.9% | +12.6% |
| 5Y | -2.4% | +54.4% | -56.8% | -2.2% |
| 10Y | +14.3% | +64.4% | -50.1% | +14.5% |
| All | +96.4% | -88.9% | +185.3% | +91.0% |
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