+63.5%
AIG vs ALLE
+154.9%
-91.4%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.2% |
| 7D | -2.4% | -2.8% | +0.4% | -0.9% |
| 30D | -2.9% | -10.2% | +7.2% | +3.0% |
| 3M | +0.8% | +17.4% | -16.6% | -9.2% |
| 6M | -2.7% | +3.3% | -6.0% | -6.2% |
| YTD | -11.2% | -4.2% | -7.0% | -11.1% |
| 1Y | -1.5% | -10.5% | +9.0% | +2.3% |
| 3Y | +34.4% | +45.4% | -11.0% | -1.4% |
| 5Y | +54.4% | +11.9% | +42.5% | +31.8% |
| All | +63.5% | +154.9% | -91.4% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ALLE 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling