+64.2%
AIG vs DG
+101.8%
-37.6%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.2% |
| 7D | -1.2% | -6.5% | +5.3% | -0.3% |
| 30D | -1.1% | +4.2% | -5.2% | -1.7% |
| 3M | +0.7% | +9.5% | -8.8% | -0.7% |
| 6M | -2.2% | -13.1% | +11.0% | -0.6% |
| YTD | -10.8% | -4.8% | -6.0% | -10.8% |
| 1Y | -2.0% | +20.6% | -22.6% | -5.5% |
| 3Y | +34.8% | +4.9% | +29.9% | +28.8% |
| 5Y | +55.0% | -37.9% | +92.9% | +64.0% |
| All | +64.2% | +101.8% | -37.6% | +34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 10y: compounded portfolio wealth divided by compounded DG 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…
10y analysis · Full analysis span regression · 6 months rolling