-91.8%
AIG vs CRL
+1,339.8%
-1,431.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.7% | +0.7% | -1.2% |
| 7D | -1.6% | -0.6% | -1.0% | -1.4% |
| 30D | -5.2% | +5.0% | -10.2% | -6.7% |
| 3M | +1.5% | +50.6% | -49.1% | -10.7% |
| 6M | -3.9% | +60.9% | -64.9% | -18.3% |
| YTD | -11.6% | +40.7% | -52.4% | -22.5% |
| 1Y | -2.9% | +73.3% | -76.2% | -20.6% |
| 3Y | +33.7% | +40.6% | -6.8% | +8.6% |
| 5Y | +52.7% | -37.0% | +89.6% | +55.6% |
| 10Y | +62.6% | +244.3% | -181.7% | -10.1% |
| All | -91.8% | +1,339.8% | -1,431.6% | -96.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling