+14.0%
AIG vs AHR
+356.1%
-342.1%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.5% |
| 7D | -1.2% | -2.1% | +0.9% | -0.8% |
| 30D | -1.1% | +1.9% | -2.9% | -1.4% |
| 3M | +0.7% | +15.7% | -15.0% | -1.6% |
| 6M | -2.2% | +2.5% | -4.7% | -2.8% |
| YTD | -10.8% | +15.0% | -25.9% | -13.0% |
| 1Y | -2.0% | +28.1% | -30.1% | -6.9% |
| All | +14.0% | +356.1% | -342.1% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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