+125.2%
AIG vs ALC
+30.4%
+94.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.8% | -1.1% |
| 7D | +6.6% | -1.1% | +7.7% | +7.0% |
| 30D | +7.0% | +16.0% | -9.0% | 0.0% |
| 3M | +9.7% | +0.8% | +8.9% | +8.9% |
| 6M | +10.8% | +16.8% | -6.0% | +2.5% |
| YTD | -1.3% | -5.5% | +4.2% | -0.5% |
| 1Y | +8.4% | -5.3% | +13.6% | +9.0% |
| 3Y | +39.0% | +4.1% | +34.9% | +26.8% |
| 5Y | +59.6% | -7.1% | +66.7% | +50.6% |
| All | +125.2% | +30.4% | +94.8% | +49.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling