+10.8%
AIG vs ADVB
-75.5%
+86.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.9% | +0.5% | +3.4% |
| 7D | +2.2% | -4.1% | +6.3% | +2.2% |
| 30D | +6.9% | -60.3% | +67.1% | +5.5% |
| 3M | +6.8% | -73.3% | +80.1% | +5.0% |
| 6M | +9.2% | -65.9% | +75.2% | +8.3% |
| YTD | -1.9% | -63.9% | +62.0% | -2.2% |
| All | +10.8% | -75.5% | +86.2% | +13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling