-16.0%
AIG vs CP
+7,903.1%
-7,919.1%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.8% | +0.6% |
| 7D | +6.6% | +2.1% | +4.4% | +5.4% |
| 30D | +7.0% | +9.3% | -2.3% | +2.0% |
| 3M | +9.7% | +0.5% | +9.2% | +9.1% |
| 6M | +10.8% | +10.4% | +0.4% | +4.5% |
| YTD | -1.3% | +28.7% | -30.0% | -14.8% |
| 1Y | +8.4% | +33.2% | -24.8% | -8.3% |
| 3Y | +39.0% | +38.4% | +0.6% | +12.2% |
| 5Y | +59.6% | +26.2% | +33.4% | +33.0% |
| 10Y | +68.4% | +258.4% | -190.0% | -19.2% |
| All | -16.0% | +7,903.1% | -7,919.1% | -88.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling