+51.9%
AIG vs DECK
+30.0%
+22.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.3% | -1.9% | +1.7% |
| 7D | -3.4% | +6.4% | -9.7% | -4.3% |
| 30D | +3.4% | +9.1% | -5.7% | +1.9% |
| 3M | +1.7% | -7.2% | +9.0% | +2.8% |
| 6M | +5.7% | -9.9% | +15.6% | +6.9% |
| YTD | -5.1% | -12.8% | +7.6% | -4.0% |
| 1Y | +6.1% | +10.6% | -4.5% | +3.0% |
| 3Y | +35.5% | -13.8% | +49.3% | +29.1% |
| 5Y | +51.9% | +27.6% | +24.3% | +22.7% |
| All | +51.9% | +30.0% | +22.0% | +22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling