+34.8%
AIG vs CRL
+38.6%
-3.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | +0.3% |
| 7D | -1.2% | -3.5% | +2.4% | -0.9% |
| 30D | -1.1% | -2.1% | +1.1% | -0.9% |
| 3M | +0.7% | +48.0% | -47.3% | -2.2% |
| 6M | -2.2% | +64.7% | -66.9% | -6.1% |
| YTD | -10.8% | +39.5% | -50.3% | -13.3% |
| 1Y | -2.0% | +74.2% | -76.2% | -7.0% |
| 3Y | +34.8% | +39.4% | -4.5% | +31.1% |
| All | +34.8% | +38.6% | -3.8% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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