+54.4%
AIG vs CRL
-38.6%
+93.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.2% |
| 7D | -2.4% | -6.9% | +4.6% | -1.5% |
| 30D | -2.9% | -3.2% | +0.2% | -2.6% |
| 3M | +0.8% | +46.5% | -45.8% | -4.4% |
| 6M | -2.7% | +63.1% | -65.8% | -9.5% |
| YTD | -11.2% | +36.9% | -48.0% | -15.6% |
| 1Y | -1.5% | +78.1% | -79.6% | -10.5% |
| 3Y | +34.4% | +36.7% | -2.3% | +23.5% |
| 5Y | +54.4% | -38.1% | +92.5% | +45.0% |
| All | +54.4% | -38.6% | +93.0% | +45.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling