-53.0%
AIG vs DECK
+7,904.0%
-7,957.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.2% | -2.8% | -3.8% |
| 7D | -5.1% | +5.8% | -10.8% | -5.8% |
| 30D | +2.8% | +7.9% | -5.1% | +1.7% |
| 3M | -2.1% | -11.4% | +9.3% | -0.7% |
| 6M | +1.4% | -16.6% | +18.0% | +3.4% |
| YTD | -7.4% | -16.4% | +9.0% | -6.0% |
| 1Y | +4.4% | +8.6% | -4.2% | +2.4% |
| 3Y | +30.0% | -15.1% | +45.1% | +28.1% |
| 5Y | +47.9% | +22.9% | +25.0% | +36.8% |
| 10Y | +74.4% | +895.7% | -821.3% | +25.5% |
| All | -53.0% | +7,904.0% | -7,957.0% | -72.2% |
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