+38.5%
AIG vs AR
+48.5%
-10.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.5% |
| 7D | +2.0% | +6.4% | -4.4% | +1.4% |
| 30D | +6.3% | +3.1% | +3.2% | +5.9% |
| 3M | +9.2% | +3.3% | +5.9% | +8.6% |
| 6M | +9.5% | +6.6% | +3.0% | +8.3% |
| YTD | -1.6% | +12.3% | -14.0% | -3.9% |
| 1Y | +8.5% | +12.3% | -3.9% | +5.8% |
| All | +38.5% | +48.5% | -10.0% | +28.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling