+107.6%
AIG vs ALLE
+260.9%
-153.3%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -1.4% |
| 7D | -0.9% | -0.2% | -0.7% | -0.8% |
| 30D | -4.9% | -6.8% | +1.9% | -1.2% |
| 3M | +4.5% | +21.0% | -16.6% | -7.1% |
| 6M | -1.4% | +1.1% | -2.5% | -3.6% |
| YTD | -9.8% | -0.5% | -9.3% | -11.6% |
| 1Y | -4.5% | -7.3% | +2.7% | -2.9% |
| 3Y | +37.4% | +42.3% | -4.8% | +4.5% |
| 5Y | +55.0% | +13.5% | +41.5% | +32.4% |
| 10Y | +63.7% | +144.0% | -80.4% | -6.7% |
| All | +107.6% | +260.9% | -153.3% | +1.4% |
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 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