+119.5%
AIG vs ABCL
-82.9%
+202.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.3% | +5.3% | +0.2% |
| 7D | -2.4% | -9.6% | +7.2% | -2.1% |
| 30D | -2.9% | +7.2% | -10.1% | -3.3% |
| 3M | +0.8% | +105.5% | -104.7% | -2.4% |
| 6M | -2.7% | +193.0% | -195.7% | -7.4% |
| YTD | -11.2% | +205.8% | -217.0% | -16.0% |
| 1Y | -1.5% | +144.4% | -145.9% | -6.2% |
| 3Y | +34.4% | +93.3% | -59.0% | +26.7% |
| 5Y | +54.4% | -44.9% | +99.3% | +49.5% |
| All | +119.5% | -82.9% | +202.4% | +119.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ABCL 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling