+27.2%
AIG vs AS
+137.8%
-110.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.8% | +5.2% | +3.5% |
| 7D | +2.2% | +4.5% | -2.3% | +1.8% |
| 30D | +6.9% | +13.2% | -6.4% | +5.7% |
| 3M | +6.8% | -11.9% | +18.7% | +7.8% |
| 6M | +9.2% | -11.6% | +20.8% | +10.1% |
| YTD | -1.9% | -14.7% | +12.8% | -1.2% |
| 1Y | +9.7% | +5.7% | +3.9% | +8.0% |
| All | +27.2% | +137.8% | -110.6% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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