+53.1%
AIG vs DLTR
+30.4%
+22.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.4% |
| 7D | -1.2% | -10.1% | +8.9% | +0.1% |
| 30D | -1.1% | -8.1% | +7.1% | -0.1% |
| 3M | +0.7% | +2.9% | -2.2% | +0.2% |
| 6M | -2.2% | +4.3% | -6.5% | -3.1% |
| YTD | -10.8% | -3.9% | -6.9% | -11.0% |
| 1Y | -2.0% | +18.9% | -20.9% | -5.2% |
| 3Y | +34.8% | +1.9% | +32.9% | +31.1% |
| All | +53.1% | +30.4% | +22.7% | +48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 5y: compounded portfolio wealth divided by compounded DLTR 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…
5y analysis · Full analysis span regression · 6 months rolling