+126.4%
AIG vs ALLE
+338.1%
-211.7%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | 0.0% |
| 7D | +2.0% | +1.6% | +0.5% | +1.2% |
| 30D | +6.3% | +24.1% | -17.8% | -5.8% |
| 3M | +9.2% | +14.8% | -5.7% | +0.6% |
| 6M | +9.5% | +45.9% | -36.4% | -12.7% |
| YTD | -1.6% | +20.7% | -22.4% | -13.8% |
| 1Y | +8.5% | +14.2% | -5.7% | -1.9% |
| 3Y | +38.3% | +90.7% | -52.4% | -11.4% |
| 5Y | +59.0% | +50.6% | +8.5% | +14.9% |
| 10Y | +67.8% | +208.9% | -141.1% | -15.9% |
| All | +126.4% | +338.1% | -211.7% | -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