+64.2%
AIG vs CPAY
+155.2%
-91.0%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -1.2% | -2.0% | +0.8% | -0.2% |
| 30D | -1.1% | -0.4% | -0.7% | -1.0% |
| 3M | +0.7% | +16.4% | -15.7% | -6.6% |
| 6M | -2.2% | +23.5% | -25.7% | -12.7% |
| YTD | -10.8% | +35.7% | -46.5% | -25.4% |
| 1Y | -2.0% | +30.2% | -32.2% | -16.9% |
| 3Y | +34.8% | +49.7% | -14.9% | +1.0% |
| 5Y | +55.0% | +56.6% | -1.5% | +9.7% |
| All | +64.2% | +155.2% | -91.0% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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