-2.0%
AIG vs CG
-33.8%
+31.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.5% |
| 7D | -1.2% | -9.9% | +8.7% | -0.5% |
| 30D | -1.1% | -11.7% | +10.6% | -0.4% |
| 3M | +0.7% | -4.3% | +5.0% | +0.8% |
| 6M | -2.2% | -8.8% | +6.6% | -1.9% |
| YTD | -10.8% | -26.9% | +16.0% | -10.7% |
| 1Y | -2.0% | -35.4% | +33.4% | -0.9% |
| All | -2.0% | -33.8% | +31.8% | -0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 1y: compounded portfolio wealth divided by compounded CG 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…
1y analysis · Full analysis span regression · 6 months rolling