-4.5%
AIG vs ADVB
-89.4%
+84.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.3% | +5.8% | +0.4% |
| 7D | -1.4% | -13.0% | +11.6% | -1.5% |
| 30D | -3.3% | +7.5% | -10.8% | -3.3% |
| 3M | +2.2% | +129.1% | -126.9% | +2.0% |
| 6M | -2.1% | +71.7% | -73.8% | -2.3% |
| YTD | -11.2% | +45.5% | -56.7% | -11.2% |
| 1Y | -2.1% | -2.7% | +0.6% | -1.7% |
| All | -4.5% | -89.4% | +84.8% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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