+64.2%
AIG vs DAR
+366.1%
-301.9%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +1.1% |
| 7D | -1.2% | -0.1% | -1.0% | -1.2% |
| 30D | -1.1% | +2.6% | -3.7% | -2.4% |
| 3M | +0.7% | +14.2% | -13.6% | -5.1% |
| 6M | -2.2% | +17.2% | -19.4% | -9.2% |
| YTD | -10.8% | +80.9% | -91.7% | -30.1% |
| 1Y | -2.0% | +104.0% | -106.0% | -27.6% |
| 3Y | +34.8% | +3.6% | +31.2% | +24.4% |
| 5Y | +55.0% | -7.8% | +62.8% | +40.9% |
| All | +64.2% | +366.1% | -301.9% | -35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 10y: compounded portfolio wealth divided by compounded DAR 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…
10y analysis · Full analysis span regression · 6 months rolling