+146.9%
AIG vs ALM
+3,551.9%
-3,405.0%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +7.7% | -7.4% | +0.3% |
| 7D | +6.6% | +1.2% | +5.3% | +6.6% |
| 30D | +7.0% | -19.3% | +26.3% | +7.1% |
| 3M | +9.7% | -40.6% | +50.4% | +9.8% |
| 6M | +10.8% | -57.9% | +68.7% | +11.0% |
| YTD | -1.3% | -6.7% | +5.4% | -1.4% |
| 1Y | +8.4% | +20.2% | -11.8% | +8.2% |
| 3Y | +39.0% | +879.4% | -840.4% | +38.0% |
| 5Y | +59.6% | +415.3% | -355.7% | +58.5% |
| 10Y | +68.4% | +2,100.8% | -2,032.4% | +66.9% |
| All | +146.9% | +3,551.9% | -3,405.0% | +143.6% |
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