+39.0%
AIG vs ALC
+2.0%
+36.9%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +1.1% |
| 7D | +1.4% | -6.3% | +7.7% | +2.8% |
| 30D | +6.6% | +12.6% | -6.0% | +4.0% |
| 3M | +7.9% | -3.8% | +11.7% | +8.6% |
| 6M | +10.4% | +16.8% | -6.5% | +6.6% |
| YTD | -1.3% | -7.6% | +6.3% | -0.5% |
| 1Y | +11.5% | -5.9% | +17.4% | +11.9% |
| All | +39.0% | +2.0% | +36.9% | +40.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling