+53.1%
AIG vs CG
-2.7%
+55.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.8% |
| 7D | -1.2% | -9.9% | +8.7% | +1.4% |
| 30D | -1.1% | -11.7% | +10.6% | +1.9% |
| 3M | +0.7% | -4.3% | +5.0% | +1.2% |
| 6M | -2.2% | -8.8% | +6.6% | -0.8% |
| YTD | -10.8% | -26.9% | +16.0% | -4.9% |
| 1Y | -2.0% | -35.4% | +33.4% | +7.9% |
| 3Y | +34.8% | +43.0% | -8.2% | +10.1% |
| All | +53.1% | -2.7% | +55.8% | +32.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling