+64.2%
AIG vs ALK
-35.7%
+99.8%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | -0.6% |
| 7D | -1.2% | -2.1% | +0.9% | -0.4% |
| 30D | -1.1% | -13.1% | +12.0% | +4.1% |
| 3M | +0.7% | -11.8% | +12.5% | +4.2% |
| 6M | -2.2% | -0.4% | -1.8% | -6.0% |
| YTD | -10.8% | -18.2% | +7.3% | -8.6% |
| 1Y | -2.0% | -35.5% | +33.5% | +9.9% |
| 3Y | +34.8% | +1.8% | +33.0% | +9.6% |
| 5Y | +55.0% | -26.6% | +81.7% | +43.0% |
| All | +64.2% | -35.7% | +99.8% | +23.4% |
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