+30.0%
AIG vs COMP
+353.8%
-323.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +10.7% | -14.7% | -4.1% |
| 7D | -5.1% | +13.4% | -18.5% | -5.3% |
| 30D | +2.8% | +11.1% | -8.3% | +2.5% |
| 3M | -2.1% | -18.8% | +16.7% | -1.8% |
| 6M | +1.4% | +10.5% | -9.1% | +1.0% |
| YTD | -7.4% | -3.4% | -4.0% | -7.9% |
| 1Y | +4.4% | +19.7% | -15.3% | +3.1% |
| 3Y | +30.0% | +381.6% | -351.6% | +25.5% |
| All | +30.0% | +353.8% | -323.8% | +25.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling