-24.4%
AIG vs CHD
+9,868.9%
-9,893.3%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.9% |
| 7D | -1.4% | -4.2% | +2.7% | -0.2% |
| 30D | -3.3% | -7.6% | +4.2% | -1.1% |
| 3M | +2.2% | -1.6% | +3.8% | +2.5% |
| 6M | -2.1% | -6.3% | +4.2% | -0.5% |
| YTD | -11.2% | +14.6% | -25.8% | -15.0% |
| 1Y | -2.1% | +1.6% | -3.7% | -3.2% |
| 3Y | +34.4% | +3.1% | +31.2% | +31.2% |
| 5Y | +53.7% | +21.1% | +32.6% | +41.4% |
| 10Y | +64.4% | +128.6% | -64.2% | +20.0% |
| All | -24.4% | +9,868.9% | -9,893.3% | -74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 all: compounded portfolio wealth divided by compounded CHD 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…
all analysis · Full analysis span regression · 6 months rolling