+53.7%
AIG vs AR
+148.2%
-94.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -1.4% | -1.2% | -0.3% | -1.2% |
| 30D | -3.3% | +5.5% | -8.9% | -4.2% |
| 3M | +2.2% | +12.9% | -10.7% | -0.2% |
| 6M | -2.1% | +0.1% | -2.2% | -2.8% |
| YTD | -11.2% | +13.5% | -24.7% | -14.1% |
| 1Y | -2.1% | +21.6% | -23.7% | -7.0% |
| 3Y | +34.4% | +46.0% | -11.6% | +19.0% |
| 5Y | +53.7% | +143.7% | -90.0% | +17.1% |
| All | +53.7% | +148.2% | -94.5% | +17.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling