+34.3%
AIG vs CASY
+163.7%
-129.4%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -14.2% | +14.7% | +2.0% |
| 7D | -1.4% | -16.5% | +15.1% | +0.3% |
| 30D | -3.3% | -26.4% | +23.1% | -0.2% |
| 3M | +2.2% | -17.3% | +19.5% | +3.8% |
| 6M | -2.1% | -5.2% | +3.1% | -2.3% |
| YTD | -11.2% | +14.1% | -25.3% | -13.3% |
| 1Y | -2.1% | +16.6% | -18.7% | -4.9% |
| All | +34.3% | +163.7% | -129.4% | +14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling