+121.0%
AIG vs ALM
+8,394.4%
-8,273.3%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +8.8% | -10.8% | -2.0% |
| 7D | -1.6% | +8.4% | -10.0% | -1.6% |
| 30D | -5.2% | +34.8% | -40.0% | -5.3% |
| 3M | +1.5% | +16.2% | -14.8% | +1.4% |
| 6M | -3.9% | +2.1% | -6.1% | -4.0% |
| YTD | -11.6% | +117.0% | -128.6% | -11.8% |
| 1Y | -2.9% | +313.9% | -316.8% | -3.4% |
| 3Y | +33.7% | +2,327.9% | -2,294.2% | +32.5% |
| 5Y | +52.7% | +1,040.6% | -988.0% | +51.4% |
| 10Y | +62.6% | +3,219.4% | -3,156.8% | +60.9% |
| All | +121.0% | +8,394.4% | -8,273.3% | +117.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling