-5.0%
AIG vs ADVB
-88.8%
+83.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.8% | +1.8% | -2.0% |
| 7D | -1.6% | -14.0% | +12.4% | -1.6% |
| 30D | -5.2% | +41.0% | -46.2% | -5.0% |
| 3M | +1.5% | +127.9% | -126.5% | +1.4% |
| 6M | -3.9% | +101.3% | -105.3% | -4.1% |
| YTD | -11.6% | +53.8% | -65.4% | -11.6% |
| 1Y | -2.9% | +4.4% | -7.3% | -2.5% |
| All | -5.0% | -88.8% | +83.8% | +3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling