+34.3%
AIG vs CPB
-43.2%
+77.5%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.3% | +4.3% | +0.5% |
| 7D | -2.4% | -5.4% | +3.0% | -1.8% |
| 30D | -2.9% | -7.8% | +4.9% | -2.1% |
| 3M | +0.8% | -6.9% | +7.7% | +1.5% |
| 6M | -2.7% | -12.2% | +9.5% | -1.4% |
| YTD | -11.2% | -21.1% | +9.9% | -9.0% |
| 1Y | -1.5% | -33.5% | +32.0% | +3.3% |
| All | +34.3% | -43.2% | +77.5% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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