-16.0%
AIG vs CASY
+34,208.6%
-34,224.5%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.1% |
| 7D | +6.6% | +3.6% | +3.0% | +5.5% |
| 30D | +7.0% | +9.1% | -2.0% | +4.3% |
| 3M | +9.7% | -16.5% | +26.2% | +14.8% |
| 6M | +10.8% | -19.7% | +30.5% | +16.1% |
| YTD | -1.3% | +29.3% | -30.5% | -10.4% |
| 1Y | +8.4% | +33.1% | -24.8% | -2.8% |
| 3Y | +39.0% | +158.5% | -119.5% | -0.3% |
| 5Y | +59.6% | +266.7% | -207.1% | +1.9% |
| 10Y | +68.4% | +553.5% | -485.1% | -10.7% |
| All | -16.0% | +34,208.6% | -34,224.5% | -78.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling