+64.4%
AIG vs CF
+599.7%
-535.3%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.3% | -0.5% |
| 7D | -1.4% | -0.8% | -0.6% | -1.2% |
| 30D | -3.3% | +14.3% | -17.6% | -7.9% |
| 3M | +2.2% | +27.9% | -25.7% | -6.9% |
| 6M | -2.1% | +25.5% | -27.7% | -12.8% |
| YTD | -11.2% | +81.2% | -92.4% | -31.8% |
| 1Y | -2.1% | +66.5% | -68.6% | -22.6% |
| 3Y | +34.4% | +76.7% | -42.3% | -0.5% |
| 5Y | +53.7% | +237.8% | -184.1% | -24.8% |
| 10Y | +64.4% | +619.9% | -555.5% | -39.3% |
| All | +64.4% | +599.7% | -535.3% | -39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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