-16.0%
AIG vs ALK
+760.3%
-776.3%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.8% | +0.8% |
| 7D | +6.6% | -1.2% | +7.8% | +6.9% |
| 30D | +7.0% | +7.7% | -0.7% | +3.9% |
| 3M | +9.7% | -19.0% | +28.7% | +16.3% |
| 6M | +10.8% | -0.2% | +11.0% | +7.7% |
| YTD | -1.3% | -23.5% | +22.2% | +2.4% |
| 1Y | +8.4% | -9.1% | +17.5% | +5.7% |
| 3Y | +39.0% | +12.0% | +27.0% | +16.6% |
| 5Y | +59.6% | -30.9% | +90.5% | +55.2% |
| 10Y | +68.4% | -45.6% | +114.0% | +66.2% |
| All | -16.0% | +760.3% | -776.3% | -71.1% |
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