-24.8%
AIG vs AME
+18,712.2%
-18,737.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -1.6% | +2.8% | -4.4% | -3.0% |
| 30D | -5.2% | -6.3% | +1.1% | -2.1% |
| 3M | +1.5% | +5.4% | -3.9% | -1.9% |
| 6M | -3.9% | +7.4% | -11.4% | -8.4% |
| YTD | -11.6% | +16.2% | -27.8% | -19.4% |
| 1Y | -2.9% | +26.8% | -29.7% | -15.7% |
| 3Y | +33.7% | +57.5% | -23.8% | +2.0% |
| 5Y | +52.7% | +84.8% | -32.2% | +7.0% |
| 10Y | +62.6% | +424.3% | -361.7% | -28.9% |
| All | -24.8% | +18,712.2% | -18,737.0% | -86.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling