+54.4%
AIG vs CP
+32.2%
+22.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.6% |
| 7D | -2.4% | -2.7% | +0.3% | -1.3% |
| 30D | -2.9% | -3.4% | +0.4% | -1.7% |
| 3M | +0.8% | -0.6% | +1.4% | +0.8% |
| 6M | -2.7% | +6.3% | -9.0% | -5.7% |
| YTD | -11.2% | +21.2% | -32.4% | -19.0% |
| 1Y | -1.5% | +20.0% | -21.5% | -9.8% |
| 3Y | +34.4% | +18.7% | +15.6% | +20.3% |
| 5Y | +54.4% | +34.8% | +19.7% | +21.3% |
| All | +54.4% | +32.2% | +22.2% | +21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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