+54.4%
AIG vs CNH
+12.0%
+42.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | -0.2% |
| 7D | -1.4% | +1.8% | -3.3% | -2.0% |
| 30D | -3.3% | +32.6% | -36.0% | -11.7% |
| 3M | +2.2% | +29.4% | -27.2% | -6.6% |
| 6M | -2.1% | +26.0% | -28.1% | -10.5% |
| YTD | -11.2% | +52.2% | -63.4% | -24.5% |
| 1Y | -2.1% | +23.9% | -26.0% | -10.7% |
| 3Y | +34.4% | +10.1% | +24.2% | +24.0% |
| All | +54.4% | +12.0% | +42.4% | +35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling