+64.2%
AIG vs CNI
+138.2%
-74.0%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | -0.2% |
| 7D | -1.2% | -0.4% | -0.8% | -0.9% |
| 30D | -1.1% | -2.7% | +1.6% | +0.6% |
| 3M | +0.7% | +3.9% | -3.2% | -2.2% |
| 6M | -2.2% | +16.4% | -18.5% | -12.5% |
| YTD | -10.8% | +25.8% | -36.6% | -24.9% |
| 1Y | -2.0% | +32.4% | -34.4% | -20.6% |
| 3Y | +34.8% | +19.1% | +15.8% | +14.0% |
| 5Y | +55.0% | +13.6% | +41.5% | +31.6% |
| All | +64.2% | +138.2% | -74.0% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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