+54.4%
AIG vs CCEP
+107.6%
-53.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.0% | +1.6% |
| 7D | -1.4% | -3.7% | +2.2% | +0.2% |
| 30D | -3.3% | -2.1% | -1.2% | -2.5% |
| 3M | +2.2% | +7.2% | -5.0% | -1.2% |
| 6M | -2.1% | +3.3% | -5.4% | -4.0% |
| YTD | -11.2% | +15.7% | -26.9% | -17.5% |
| 1Y | -2.1% | +16.6% | -18.7% | -9.7% |
| 3Y | +34.4% | +84.3% | -49.9% | -4.1% |
| All | +54.4% | +107.6% | -53.1% | -1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling