-24.1%
AIG vs AFL
+18,562.2%
-18,586.3%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | -0.1% |
| 7D | -1.2% | -1.6% | +0.5% | -0.1% |
| 30D | -1.1% | -4.0% | +3.0% | +1.5% |
| 3M | +0.7% | -0.5% | +1.2% | +1.0% |
| 6M | -2.2% | +6.5% | -8.7% | -6.2% |
| YTD | -10.8% | +6.2% | -17.0% | -14.4% |
| 1Y | -2.0% | +8.3% | -10.3% | -7.3% |
| 3Y | +34.8% | +62.5% | -27.7% | -2.7% |
| 5Y | +55.0% | +136.2% | -81.1% | -10.7% |
| 10Y | +65.1% | +301.4% | -236.4% | -28.5% |
| All | -24.1% | +18,562.2% | -18,586.3% | -89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 all: compounded portfolio wealth divided by compounded AFL 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…
all analysis · Full analysis span regression · 6 months rolling