-88.9%
AIG vs AGI
+5,269.5%
-5,358.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | +0.1% |
| 7D | -2.4% | -5.3% | +2.9% | -2.2% |
| 30D | -2.9% | +6.8% | -9.7% | -3.3% |
| 3M | +0.8% | +8.3% | -7.5% | +0.3% |
| 6M | -2.7% | -29.2% | +26.6% | -1.5% |
| YTD | -11.2% | -7.3% | -3.9% | -11.4% |
| 1Y | -1.5% | +8.0% | -9.5% | -2.6% |
| 3Y | +34.4% | +206.6% | -172.2% | +26.0% |
| 5Y | +54.4% | +398.1% | -343.7% | +40.7% |
| 10Y | +64.4% | +384.0% | -319.6% | +45.9% |
| All | -88.9% | +5,269.5% | -5,358.4% | -91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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