+53.1%
AIG vs CPAY
+55.3%
-2.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -1.2% | -2.0% | +0.8% | -0.5% |
| 30D | -1.1% | -0.4% | -0.7% | -1.0% |
| 3M | +0.7% | +16.4% | -15.7% | -4.6% |
| 6M | -2.2% | +23.5% | -25.7% | -9.7% |
| YTD | -10.8% | +35.7% | -46.5% | -21.6% |
| 1Y | -2.0% | +30.2% | -32.2% | -12.8% |
| 3Y | +34.8% | +49.7% | -14.9% | +8.1% |
| All | +53.1% | +55.3% | -2.2% | +11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling