+33.7%
AIG vs ALLE
+49.7%
-15.9%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.8% |
| 7D | -1.6% | +2.8% | -4.4% | -2.2% |
| 30D | -5.2% | -7.6% | +2.4% | -3.4% |
| 3M | +1.5% | +22.8% | -21.3% | -3.9% |
| 6M | -3.9% | +4.6% | -8.5% | -5.1% |
| YTD | -11.6% | -1.2% | -10.4% | -11.8% |
| 1Y | -2.9% | -9.1% | +6.2% | -0.7% |
| 3Y | +33.7% | +50.0% | -16.2% | +18.4% |
| All | +33.7% | +49.7% | -15.9% | +18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling