-23.2%
AIG vs ALK
+839.9%
-863.1%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.4% | -1.3% |
| 7D | -0.9% | -0.7% | -0.3% | -0.7% |
| 30D | -4.9% | -19.2% | +14.4% | +1.7% |
| 3M | +4.5% | -1.5% | +6.0% | +3.3% |
| 6M | -1.4% | -13.1% | +11.6% | -0.3% |
| YTD | -9.8% | -16.4% | +6.6% | -8.4% |
| 1Y | -4.5% | -33.1% | +28.5% | +3.5% |
| 3Y | +37.4% | +0.6% | +36.8% | +20.5% |
| 5Y | +55.0% | -26.4% | +81.4% | +48.3% |
| 10Y | +63.7% | -34.2% | +97.8% | +53.1% |
| All | -23.2% | +839.9% | -863.1% | -74.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling