+53.1%
AIG vs A
-14.3%
+67.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.3% | -0.2% |
| 7D | -1.2% | -2.6% | +1.5% | -0.6% |
| 30D | -1.1% | -0.9% | -0.2% | -1.0% |
| 3M | +0.7% | +13.6% | -13.0% | -2.4% |
| 6M | -2.2% | +27.8% | -30.0% | -8.3% |
| YTD | -10.8% | +8.6% | -19.5% | -13.2% |
| 1Y | -2.0% | +16.9% | -18.9% | -6.9% |
| 3Y | +34.8% | +32.9% | +1.9% | +18.5% |
| All | +53.1% | -14.3% | +67.4% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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