+63.5%
AIG vs CASY
+464.4%
-400.9%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -2.4% | -17.2% | +14.9% | +3.4% |
| 30D | -2.9% | -24.4% | +21.4% | +5.7% |
| 3M | +0.8% | -31.4% | +32.2% | +13.2% |
| 6M | -2.7% | -8.9% | +6.2% | -2.2% |
| YTD | -11.2% | +13.8% | -25.0% | -17.9% |
| 1Y | -1.5% | +17.0% | -18.5% | -10.4% |
| 3Y | +34.4% | +163.1% | -128.8% | -15.9% |
| 5Y | +54.4% | +239.0% | -184.6% | -15.6% |
| All | +63.5% | +464.4% | -400.9% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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