+3.7%
AIG vs DECK
+11.2%
-7.5%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.0% | -4.5% | +0.6% |
| 7D | +2.3% | +10.4% | -8.1% | +0.9% |
| 30D | +8.8% | +11.1% | -2.3% | +7.2% |
| 3M | +3.7% | -10.8% | +14.5% | +5.0% |
| 6M | +6.8% | -8.7% | +15.5% | +7.4% |
| YTD | -2.6% | -14.0% | +11.4% | -0.9% |
| 1Y | +3.7% | +12.0% | -8.3% | +3.3% |
| All | +3.7% | +11.2% | -7.5% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 1y: compounded portfolio wealth divided by compounded DECK 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…
1y analysis · Full analysis span regression · 6 months rolling