+109.0%
AIG vs CNH
+64.7%
+44.3%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.0% | -4.9% | -2.5% |
| 7D | -0.9% | +23.3% | -24.2% | -9.4% |
| 30D | -4.9% | +33.5% | -38.3% | -16.1% |
| 3M | +4.5% | +32.7% | -28.3% | -8.6% |
| 6M | -1.4% | +22.2% | -23.6% | -11.9% |
| YTD | -9.8% | +57.7% | -67.5% | -28.3% |
| 1Y | -4.5% | +28.0% | -32.5% | -17.4% |
| 3Y | +37.4% | +11.5% | +25.9% | +20.2% |
| 5Y | +55.0% | +11.9% | +43.1% | +31.6% |
| 10Y | +63.7% | +162.8% | -99.1% | -8.1% |
| All | +109.0% | +64.7% | +44.3% | +26.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling