-24.8%
AIG vs DD
+959.7%
-984.5%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | -1.6% | -0.6% | -1.0% | -1.3% |
| 30D | -5.2% | -7.4% | +2.2% | -1.4% |
| 3M | +1.5% | -6.4% | +7.9% | +4.6% |
| 6M | -3.9% | -2.5% | -1.5% | -4.0% |
| YTD | -11.6% | +10.2% | -21.9% | -17.9% |
| 1Y | -2.9% | +36.9% | -39.9% | -20.6% |
| 3Y | +33.7% | +47.0% | -13.3% | +0.3% |
| 5Y | +52.7% | +63.1% | -10.5% | +6.4% |
| 10Y | +62.6% | +68.2% | -5.6% | +6.5% |
| All | -24.8% | +959.7% | -984.5% | -80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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