-54.2%
AIG vs DECK
+7,820.9%
-7,875.2%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -1.0% |
| 7D | -0.9% | -2.2% | +1.3% | -0.7% |
| 30D | -4.9% | -13.6% | +8.7% | -3.1% |
| 3M | +4.5% | -21.2% | +25.7% | +7.5% |
| 6M | -1.4% | -21.1% | +19.6% | +1.2% |
| YTD | -9.8% | -17.2% | +7.4% | -8.2% |
| 1Y | -4.5% | -30.7% | +26.2% | -1.1% |
| 3Y | +37.4% | -3.4% | +40.8% | +32.9% |
| 5Y | +55.0% | +25.5% | +29.4% | +42.8% |
| 10Y | +63.7% | +714.7% | -651.0% | +20.3% |
| All | -54.2% | +7,820.9% | -7,875.2% | -72.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling