+9.5%
AIG vs ABCL
+144.1%
-134.6%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.4% | -0.5% |
| 7D | +2.0% | +4.4% | -2.4% | +2.3% |
| 30D | +6.3% | -7.9% | +14.2% | +6.2% |
| 3M | +9.2% | +12.2% | -3.1% | +9.8% |
| 6M | +9.5% | +134.7% | -125.2% | +11.6% |
| All | +9.5% | +144.1% | -134.6% | +11.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling