+64.2%
AIG vs AME
+445.1%
-380.9%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.3% | -2.9% | -2.0% |
| 7D | -1.2% | +1.7% | -2.9% | -2.5% |
| 30D | -1.1% | -6.4% | +5.4% | +3.7% |
| 3M | +0.7% | +7.1% | -6.4% | -5.3% |
| 6M | -2.2% | +8.2% | -10.3% | -9.5% |
| YTD | -10.8% | +18.2% | -29.0% | -23.6% |
| 1Y | -2.0% | +26.7% | -28.8% | -21.1% |
| 3Y | +34.8% | +60.7% | -25.9% | -14.4% |
| 5Y | +55.0% | +91.6% | -36.5% | -17.3% |
| All | +64.2% | +445.1% | -380.9% | -53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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