+35.3%
AIG vs DECK
-12.4%
+47.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.6% | -0.8% |
| 7D | -0.6% | +6.0% | -6.6% | -1.3% |
| 30D | +7.7% | +7.4% | +0.3% | +6.8% |
| 3M | +1.7% | -11.7% | +13.3% | +3.0% |
| 6M | +4.5% | -11.0% | +15.5% | +5.5% |
| YTD | -3.6% | -15.4% | +11.8% | -2.3% |
| 1Y | +8.7% | +7.2% | +1.4% | +7.1% |
| All | +35.3% | -12.4% | +47.7% | +40.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling