+63.5%
AIG vs AR
+44.6%
+18.9%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -2.4% | -1.3% | -1.1% | -2.2% |
| 30D | -2.9% | +3.5% | -6.5% | -3.5% |
| 3M | +0.8% | +9.9% | -9.1% | -1.0% |
| 6M | -2.7% | +4.5% | -7.2% | -4.0% |
| YTD | -11.2% | +13.7% | -24.9% | -13.9% |
| 1Y | -1.5% | +19.2% | -20.8% | -5.7% |
| 3Y | +34.4% | +46.2% | -11.8% | +20.9% |
| 5Y | +54.4% | +145.9% | -91.5% | +22.8% |
| All | +63.5% | +44.6% | +18.9% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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