-51.1%
AIG vs DECK
+7,999.1%
-8,050.2%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.6% | -0.8% |
| 7D | -0.6% | +6.0% | -6.6% | -1.4% |
| 30D | +7.7% | +7.4% | +0.3% | +6.7% |
| 3M | +1.7% | -11.7% | +13.3% | +3.2% |
| 6M | +4.5% | -11.0% | +15.5% | +5.7% |
| YTD | -3.6% | -15.4% | +11.8% | -2.3% |
| 1Y | +8.7% | +7.2% | +1.4% | +6.7% |
| 3Y | +35.7% | -11.8% | +47.6% | +33.1% |
| 5Y | +53.9% | +24.3% | +29.6% | +42.2% |
| 10Y | +81.5% | +907.5% | -826.0% | +30.5% |
| All | -51.1% | +7,999.1% | -8,050.2% | -71.1% |
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 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