-2.4%
AIG vs CAPR
+35.8%
-38.3%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.9% | +3.9% | 0.0% |
| 7D | -2.4% | -10.6% | +8.2% | -2.4% |
| 30D | -2.9% | +111.2% | -114.1% | -3.0% |
| 3M | +0.8% | -67.2% | +68.0% | +0.8% |
| 6M | -2.7% | -75.1% | +72.5% | -2.7% |
| YTD | -11.2% | -71.2% | +60.0% | -11.2% |
| All | -2.4% | +35.8% | -38.3% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling