+34.8%
AIG vs CLBK
+52.2%
-17.4%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -1.2% | -1.5% | +0.3% | -0.9% |
| 30D | -1.1% | -1.0% | 0.0% | -0.9% |
| 3M | +0.7% | +22.9% | -22.2% | -3.7% |
| 6M | -2.2% | +44.2% | -46.4% | -9.7% |
| YTD | -10.8% | +64.0% | -74.8% | -20.0% |
| 1Y | -2.0% | +65.7% | -67.7% | -12.5% |
| 3Y | +34.8% | +54.1% | -19.2% | +18.5% |
| All | +34.8% | +52.2% | -17.4% | +18.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling