+54.4%
AIG vs ALC
-17.1%
+71.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.7% |
| 7D | -1.4% | -5.3% | +3.8% | 0.0% |
| 30D | -3.3% | -7.1% | +3.7% | -1.4% |
| 3M | +2.2% | +0.8% | +1.4% | +1.7% |
| 6M | -2.1% | -16.0% | +13.9% | +2.2% |
| YTD | -11.2% | -12.7% | +1.6% | -8.5% |
| 1Y | -2.1% | -12.8% | +10.7% | +0.7% |
| 3Y | +34.4% | -15.8% | +50.2% | +37.3% |
| All | +54.4% | -17.1% | +71.5% | +47.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling