+82.4%
AIG vs COMP
-49.7%
+132.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.1% | +0.5% |
| 7D | -1.4% | +0.8% | -2.3% | -1.5% |
| 30D | -3.3% | -13.9% | +10.5% | -2.5% |
| 3M | +2.2% | +30.7% | -28.5% | +0.2% |
| 6M | -2.1% | +18.7% | -20.8% | -3.9% |
| YTD | -11.2% | +1.0% | -12.2% | -12.2% |
| 1Y | -2.1% | +15.1% | -17.2% | -4.4% |
| 3Y | +34.4% | +219.8% | -185.4% | +18.1% |
| 5Y | +53.7% | -28.7% | +82.4% | +45.7% |
| All | +82.4% | -49.7% | +132.1% | +74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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