+123.0%
AIG vs ABCL
-81.3%
+204.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.8% |
| 7D | -0.9% | +0.7% | -1.6% | -1.0% |
| 30D | -4.9% | +93.1% | -98.0% | -7.4% |
| 3M | +4.5% | +79.4% | -75.0% | +1.8% |
| 6M | -1.4% | +214.9% | -216.3% | -6.5% |
| YTD | -9.8% | +234.2% | -244.0% | -14.9% |
| 1Y | -4.5% | +174.8% | -179.3% | -9.4% |
| 3Y | +37.4% | +104.5% | -67.0% | +29.5% |
| 5Y | +55.0% | -39.0% | +94.0% | +49.6% |
| All | +123.0% | -81.3% | +204.2% | +121.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling