+143.2%
AIG vs ABCL
-81.0%
+224.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.4% | -0.3% |
| 7D | +2.0% | +4.4% | -2.4% | +1.9% |
| 30D | +6.3% | -7.9% | +14.2% | +6.5% |
| 3M | +9.2% | +12.2% | -3.1% | +8.4% |
| 6M | +9.5% | +134.7% | -125.2% | +5.1% |
| YTD | -1.6% | +239.8% | -241.4% | -7.4% |
| 1Y | +8.5% | +192.7% | -184.2% | +2.7% |
| 3Y | +38.3% | +187.6% | -149.3% | +27.6% |
| 5Y | +59.0% | -22.6% | +81.7% | +52.9% |
| All | +143.2% | -81.0% | +224.1% | +141.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling