+64.2%
AIG vs CCEP
+236.1%
-172.0%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | -1.2% | -2.8% | +1.7% | +0.4% |
| 30D | -1.1% | -4.0% | +3.0% | +1.1% |
| 3M | +0.7% | +5.2% | -4.5% | -2.5% |
| 6M | -2.2% | +2.7% | -4.9% | -4.3% |
| YTD | -10.8% | +14.5% | -25.4% | -18.2% |
| 1Y | -2.0% | +17.2% | -19.2% | -11.6% |
| 3Y | +34.8% | +79.3% | -44.5% | -7.6% |
| 5Y | +55.0% | +106.8% | -51.7% | -4.9% |
| All | +64.2% | +236.1% | -172.0% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP 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 CCEP 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