+34.3%
AIG vs CCEP
+84.3%
-50.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.0% | +1.2% |
| 7D | -1.4% | -3.7% | +2.2% | -0.4% |
| 30D | -3.3% | -2.1% | -1.2% | -2.8% |
| 3M | +2.2% | +7.2% | -5.0% | -0.1% |
| 6M | -2.1% | +3.3% | -5.4% | -3.4% |
| YTD | -11.2% | +15.7% | -26.9% | -15.3% |
| 1Y | -2.1% | +16.6% | -18.7% | -6.9% |
| All | +34.3% | +84.3% | -50.0% | +11.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling