+127.2%
AIG vs ALLE
+340.4%
-213.3%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.2% |
| 7D | +1.4% | -0.8% | +2.2% | +1.8% |
| 30D | +6.6% | +27.4% | -20.7% | -6.9% |
| 3M | +7.9% | +13.8% | -6.0% | -0.1% |
| 6M | +10.4% | +45.5% | -35.1% | -11.8% |
| YTD | -1.3% | +21.4% | -22.7% | -13.7% |
| 1Y | +11.5% | +15.4% | -3.9% | +0.3% |
| 3Y | +38.8% | +91.7% | -52.9% | -11.4% |
| 5Y | +57.8% | +54.5% | +3.3% | +12.0% |
| 10Y | +68.4% | +210.5% | -142.1% | -15.8% |
| All | +127.2% | +340.4% | -213.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling