-24.8%
AIG vs CPB
+333.3%
-358.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.8% | -3.8% | -2.6% |
| 7D | -1.6% | -8.2% | +6.6% | +1.2% |
| 30D | -5.2% | -5.6% | +0.4% | -3.5% |
| 3M | +1.5% | +3.0% | -1.5% | -0.3% |
| 6M | -3.9% | -12.7% | +8.8% | -0.4% |
| YTD | -11.6% | -18.0% | +6.4% | -6.7% |
| 1Y | -2.9% | -31.7% | +28.8% | +8.9% |
| 3Y | +33.7% | -41.0% | +74.7% | +54.5% |
| 5Y | +52.7% | -38.4% | +91.1% | +70.6% |
| 10Y | +62.6% | -45.0% | +107.6% | +75.8% |
| All | -24.8% | +333.3% | -358.0% | -63.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling