+119.5%
AIG vs ABCL
-81.9%
+201.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +3.9% | +0.6% |
| 7D | -1.4% | -2.7% | +1.3% | -1.4% |
| 30D | -3.3% | +18.3% | -21.6% | -4.0% |
| 3M | +2.2% | +108.5% | -106.3% | -1.0% |
| 6M | -2.1% | +213.9% | -216.0% | -7.1% |
| YTD | -11.2% | +223.1% | -234.3% | -16.1% |
| 1Y | -2.1% | +160.6% | -162.7% | -7.0% |
| 3Y | +34.4% | +104.3% | -69.9% | +26.5% |
| 5Y | +53.7% | -40.0% | +93.8% | +48.6% |
| All | +119.5% | -81.9% | +201.4% | +118.7% |
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