+102.6%
AIG vs ALC
+17.1%
+85.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +1.2% |
| 7D | -2.4% | -7.7% | +5.3% | +1.1% |
| 30D | -2.9% | -11.7% | +8.7% | +2.5% |
| 3M | +0.8% | +0.7% | +0.1% | 0.0% |
| 6M | -2.7% | -17.1% | +14.4% | +4.8% |
| YTD | -11.2% | -15.1% | +3.9% | -5.8% |
| 1Y | -1.5% | -14.1% | +12.6% | +3.5% |
| 3Y | +34.4% | -18.2% | +52.5% | +38.9% |
| 5Y | +54.4% | -19.2% | +73.6% | +55.9% |
| All | +102.6% | +17.1% | +85.5% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling