-74.4%
AIG vs DGX
+8,778.1%
-8,852.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | -0.2% |
| 7D | -1.2% | -0.9% | -0.3% | -0.8% |
| 30D | -1.1% | -1.2% | +0.1% | -0.7% |
| 3M | +0.7% | +15.8% | -15.1% | -5.1% |
| 6M | -2.2% | +18.2% | -20.3% | -8.8% |
| YTD | -10.8% | +37.2% | -48.0% | -21.9% |
| 1Y | -2.0% | +30.4% | -32.4% | -12.7% |
| 3Y | +34.8% | +96.7% | -61.9% | +0.6% |
| 5Y | +55.0% | +67.2% | -12.1% | +21.9% |
| 10Y | +65.1% | +253.9% | -188.9% | -4.2% |
| All | -74.4% | +8,778.1% | -8,852.6% | -93.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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