+64.9%
AIG vs ALK
-45.1%
+110.0%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.8% | +4.5% | +1.5% |
| 7D | +2.0% | +0.9% | +1.1% | +1.5% |
| 30D | +6.3% | +3.3% | +3.1% | +4.4% |
| 3M | +9.2% | -17.6% | +26.7% | +16.1% |
| 6M | +9.5% | +0.8% | +8.7% | +5.2% |
| YTD | -1.6% | -22.4% | +20.7% | +1.9% |
| 1Y | +8.5% | -10.1% | +18.5% | +5.0% |
| 3Y | +38.3% | +14.0% | +24.3% | +4.6% |
| 5Y | +59.0% | -29.8% | +88.9% | +48.6% |
| All | +64.9% | -45.1% | +110.0% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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