-2.1%
AIG vs ADVB
-3.0%
+0.9%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.3% | +5.8% | +0.4% |
| 7D | -1.4% | -13.0% | +11.6% | -1.6% |
| 30D | -3.3% | +7.5% | -10.8% | -3.2% |
| 3M | +2.2% | +129.1% | -126.9% | +3.0% |
| 6M | -2.1% | +71.7% | -73.8% | -1.3% |
| YTD | -11.2% | +45.5% | -56.7% | -10.2% |
| 1Y | -2.1% | -2.7% | +0.6% | -1.2% |
| All | -2.1% | -3.0% | +0.9% | -1.2% |
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