+64.2%
AIG vs ALM
+2,589.2%
-2,525.1%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.5% | +6.9% | +0.6% |
| 7D | -1.2% | -11.8% | +10.7% | -0.8% |
| 30D | -1.1% | +7.8% | -8.9% | -1.4% |
| 3M | +0.7% | -9.3% | +9.9% | +0.7% |
| 6M | -2.2% | -30.5% | +28.3% | -1.8% |
| YTD | -10.8% | +75.8% | -86.7% | -13.3% |
| 1Y | -2.0% | +241.2% | -243.2% | -7.2% |
| 3Y | +34.8% | +1,872.6% | -1,837.8% | +18.1% |
| 5Y | +55.0% | +849.6% | -794.5% | +37.7% |
| All | +64.2% | +2,589.2% | -2,525.1% | +45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling