+3.7%
AIG vs CLBK
+65.7%
-62.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.3% |
| 7D | +2.3% | +4.6% | -2.3% | +1.7% |
| 30D | +8.8% | -1.5% | +10.3% | +8.9% |
| 3M | +3.7% | +4.4% | -0.7% | +2.9% |
| 6M | +6.8% | +31.7% | -24.9% | +1.7% |
| YTD | -2.6% | +58.7% | -61.4% | -10.0% |
| 1Y | +3.7% | +64.9% | -61.1% | -3.1% |
| All | +3.7% | +65.7% | -62.0% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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