+8.5%
AIG vs DECK
-0.5%
+8.9%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.4% | +4.0% | +0.3% |
| 7D | +2.0% | -3.7% | +5.7% | +2.6% |
| 30D | +6.3% | +0.6% | +5.7% | +6.2% |
| 3M | +9.2% | -7.3% | +16.5% | +10.2% |
| 6M | +9.5% | -10.9% | +20.4% | +10.6% |
| YTD | -1.6% | -18.5% | +16.8% | +1.2% |
| 1Y | +8.5% | +0.2% | +8.3% | +9.0% |
| All | +8.5% | -0.5% | +8.9% | +9.0% |
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