+33.7%
AIG vs CF
+76.4%
-42.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.1% |
| 7D | -1.6% | -0.9% | -0.6% | -1.5% |
| 30D | -5.2% | +18.1% | -23.3% | -6.4% |
| 3M | +1.5% | +23.4% | -21.9% | -0.3% |
| 6M | -3.9% | +17.1% | -21.0% | -6.2% |
| YTD | -11.6% | +76.2% | -87.8% | -19.0% |
| 1Y | -2.9% | +62.3% | -65.2% | -10.0% |
| 3Y | +33.7% | +71.8% | -38.1% | +21.5% |
| All | +33.7% | +76.4% | -42.6% | +21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling