-90.8%
AIG vs CAPR
-99.1%
+8.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.9% |
| 7D | -0.9% | -2.0% | +1.0% | -0.9% |
| 30D | -4.9% | +139.2% | -144.1% | -6.4% |
| 3M | +4.5% | -66.4% | +70.8% | +5.0% |
| 6M | -1.4% | -63.1% | +61.7% | -1.1% |
| YTD | -9.8% | -67.4% | +57.6% | -9.4% |
| 1Y | -4.5% | +58.2% | -62.8% | -9.8% |
| 3Y | +37.4% | +42.2% | -4.8% | +26.9% |
| 5Y | +55.0% | +87.3% | -32.3% | +40.8% |
| 10Y | +63.7% | -75.3% | +138.9% | +40.9% |
| All | -90.8% | -99.1% | +8.2% | -92.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling