-86.9%
AIG vs AU
+755.5%
-842.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.4% |
| 7D | -1.2% | -4.3% | +3.1% | -0.8% |
| 30D | -1.1% | +7.3% | -8.4% | -1.8% |
| 3M | +0.7% | +26.3% | -25.6% | -1.6% |
| 6M | -2.2% | +1.8% | -3.9% | -3.1% |
| YTD | -10.8% | +26.8% | -37.6% | -13.8% |
| 1Y | -2.0% | +66.7% | -68.7% | -7.9% |
| 3Y | +34.8% | +579.1% | -544.2% | +9.6% |
| 5Y | +55.0% | +689.3% | -634.3% | +21.7% |
| 10Y | +65.1% | +686.6% | -621.6% | +21.7% |
| All | -86.9% | +755.5% | -842.4% | -90.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 all: compounded portfolio wealth divided by compounded AU 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…
all analysis · Full analysis span regression · 6 months rolling