+53.7%
AIG vs ALK
-28.1%
+81.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.7% |
| 7D | -1.4% | -3.0% | +1.5% | -0.9% |
| 30D | -3.3% | -14.6% | +11.3% | -0.3% |
| 3M | +2.2% | -10.6% | +12.7% | +3.6% |
| 6M | -2.1% | -6.7% | +4.6% | -2.6% |
| YTD | -11.2% | -19.8% | +8.6% | -9.3% |
| 1Y | -2.1% | -35.2% | +33.1% | +5.1% |
| 3Y | +34.4% | +1.4% | +33.0% | +17.3% |
| 5Y | +53.7% | -30.7% | +84.4% | +47.9% |
| All | +53.7% | -28.1% | +81.8% | +47.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling