+64.2%
AIG vs CGNX
+193.6%
-129.4%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.1% | -3.7% | -0.5% |
| 7D | -1.2% | +3.2% | -4.3% | -1.9% |
| 30D | -1.1% | +6.0% | -7.1% | -2.6% |
| 3M | +0.7% | +3.5% | -2.9% | -1.1% |
| 6M | -2.2% | +26.3% | -28.5% | -9.2% |
| YTD | -10.8% | +79.2% | -90.1% | -26.1% |
| 1Y | -2.0% | +43.8% | -45.8% | -14.7% |
| 3Y | +34.8% | +52.0% | -17.1% | +10.3% |
| 5Y | +55.0% | -24.0% | +79.1% | +52.8% |
| All | +64.2% | +193.6% | -129.4% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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