-1.5%
AIG vs AR
+22.8%
-24.3%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -2.4% | -1.3% | -1.1% | -2.3% |
| 30D | -2.9% | +3.5% | -6.5% | -3.1% |
| 3M | +0.8% | +9.9% | -9.1% | +0.4% |
| 6M | -2.7% | +4.5% | -7.2% | -3.5% |
| YTD | -11.2% | +13.7% | -24.9% | -12.9% |
| 1Y | -1.5% | +19.2% | -20.8% | -4.3% |
| All | -1.5% | +22.8% | -24.3% | -4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling