-1.5%
AIG vs ALLE
-10.4%
+8.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -2.4% | -2.8% | +0.4% | -2.1% |
| 30D | -2.9% | -10.2% | +7.2% | -1.9% |
| 3M | +0.8% | +17.4% | -16.6% | -0.9% |
| 6M | -2.7% | +3.3% | -6.0% | -2.7% |
| YTD | -11.2% | -4.2% | -7.0% | -11.6% |
| 1Y | -1.5% | -10.5% | +9.0% | -1.1% |
| All | -1.5% | -10.4% | +8.8% | -1.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling