+64.2%
AIG vs CAKE
+155.4%
-91.3%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | -0.1% |
| 7D | -1.2% | -4.5% | +3.4% | +0.2% |
| 30D | -1.1% | -12.4% | +11.4% | +2.9% |
| 3M | +0.7% | +37.3% | -36.7% | -9.8% |
| 6M | -2.2% | +70.7% | -72.9% | -18.8% |
| YTD | -10.8% | +106.0% | -116.8% | -30.8% |
| 1Y | -2.0% | +79.7% | -81.7% | -20.8% |
| 3Y | +34.8% | +267.8% | -232.9% | -18.5% |
| 5Y | +55.0% | +159.9% | -104.9% | +0.3% |
| All | +64.2% | +155.4% | -91.3% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAKE.
Daily Out/Under-Performance
Portfolio return minus CAKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAKE 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 CAKE 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