+64.2%
AIG vs CNH
+158.6%
-94.4%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.1% |
| 7D | -1.2% | -5.7% | +4.5% | +1.3% |
| 30D | -1.1% | +26.6% | -27.6% | -11.8% |
| 3M | +0.7% | +31.1% | -30.4% | -12.6% |
| 6M | -2.2% | +24.9% | -27.0% | -14.6% |
| YTD | -10.8% | +48.7% | -59.5% | -29.1% |
| 1Y | -2.0% | +22.2% | -24.2% | -14.8% |
| 3Y | +34.8% | +7.4% | +27.4% | +17.7% |
| 5Y | +55.0% | +10.8% | +44.2% | +27.5% |
| All | +64.2% | +158.6% | -94.4% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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