+63.5%
AIG vs ALLE
+155.7%
-92.2%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.8% | +3.2% | +2.0% |
| 7D | -1.4% | -2.2% | +0.7% | -0.3% |
| 30D | -3.3% | -8.3% | +5.0% | +1.4% |
| 3M | +2.2% | +16.3% | -14.1% | -7.5% |
| 6M | -2.1% | +1.8% | -3.9% | -4.8% |
| YTD | -11.2% | -3.9% | -7.2% | -11.3% |
| 1Y | -2.1% | -10.0% | +7.9% | +1.4% |
| 3Y | +34.4% | +45.8% | -11.5% | -1.6% |
| 5Y | +53.7% | +13.3% | +40.4% | +30.1% |
| All | +63.5% | +155.7% | -92.2% | -5.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling