+232.2%
AIG vs DG
+560.3%
-328.1%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.0% | +0.9% |
| 7D | -1.4% | -4.8% | +3.4% | -0.6% |
| 30D | -3.3% | +1.8% | -5.1% | -3.7% |
| 3M | +2.2% | +14.5% | -12.3% | -0.4% |
| 6M | -2.1% | -13.6% | +11.4% | -0.1% |
| YTD | -11.2% | -4.8% | -6.3% | -11.1% |
| 1Y | -2.1% | +21.6% | -23.7% | -6.7% |
| 3Y | +34.4% | +4.5% | +29.9% | +27.0% |
| 5Y | +53.7% | -38.5% | +92.2% | +61.5% |
| 10Y | +64.4% | +102.2% | -37.8% | +26.6% |
| All | +232.2% | +560.3% | -328.1% | +76.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling