+54.4%
AIG vs CAPR
+72.8%
-18.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.6% | +5.1% | +0.5% |
| 7D | -1.4% | -12.6% | +11.2% | -1.4% |
| 30D | -3.3% | +124.4% | -127.7% | -3.9% |
| 3M | +2.2% | -66.8% | +69.0% | +2.4% |
| 6M | -2.1% | -71.8% | +69.7% | -1.9% |
| YTD | -11.2% | -70.1% | +58.9% | -11.0% |
| 1Y | -2.1% | +33.3% | -35.4% | -4.5% |
| 3Y | +34.4% | +36.7% | -2.3% | +23.1% |
| All | +54.4% | +72.8% | -18.4% | +27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling