-59.1%
AIG vs DLTR
+10,500.9%
-10,560.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -2.4% | -9.4% | +7.1% | -0.4% |
| 30D | -2.9% | -7.3% | +4.4% | -1.5% |
| 3M | +0.8% | +7.6% | -6.8% | -1.1% |
| 6M | -2.7% | +1.6% | -4.2% | -4.1% |
| YTD | -11.2% | -3.5% | -7.7% | -11.9% |
| 1Y | -1.5% | +20.0% | -21.6% | -7.1% |
| 3Y | +34.4% | +2.3% | +32.1% | +26.5% |
| 5Y | +54.4% | +31.5% | +22.9% | +33.5% |
| 10Y | +64.4% | +45.4% | +19.0% | +35.0% |
| All | -59.1% | +10,500.9% | -10,560.0% | -82.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling