+6.1%
AIG vs ADVB
-96.8%
+103.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -23.6% | +23.9% | +0.2% |
| 7D | +6.6% | +27.8% | -21.2% | +6.9% |
| 30D | +7.0% | -50.8% | +57.8% | +6.7% |
| 3M | +9.7% | -70.5% | +80.2% | +9.1% |
| 6M | +10.8% | -46.7% | +57.5% | +10.1% |
| YTD | -1.3% | -56.7% | +55.4% | -1.8% |
| 1Y | +8.4% | -71.8% | +80.1% | +8.6% |
| All | +6.1% | -96.8% | +103.0% | +14.3% |
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