+33.7%
AIG vs AR
+44.4%
-10.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.9% |
| 7D | -1.6% | -1.8% | +0.3% | -1.4% |
| 30D | -5.2% | +12.6% | -17.8% | -6.4% |
| 3M | +1.5% | +10.0% | -8.6% | +0.3% |
| 6M | -3.9% | +0.6% | -4.6% | -4.4% |
| YTD | -11.6% | +13.4% | -25.0% | -13.5% |
| 1Y | -2.9% | +21.7% | -24.6% | -6.3% |
| All | +33.7% | +44.4% | -10.7% | +25.1% |
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