+68.4%
AIG vs DOC
+23.6%
+44.8%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.8% | +0.7% |
| 7D | +1.4% | +1.0% | +0.4% | +0.9% |
| 30D | +6.6% | +8.1% | -1.5% | +2.8% |
| 3M | +7.9% | +0.9% | +7.0% | +7.1% |
| 6M | +10.4% | +6.3% | +4.1% | +6.8% |
| YTD | -1.3% | +33.8% | -35.1% | -15.8% |
| 1Y | +11.5% | +21.6% | -10.2% | -0.5% |
| 3Y | +38.8% | +53.4% | -14.6% | +5.6% |
| 5Y | +57.8% | -21.0% | +78.8% | +69.7% |
| 10Y | +68.4% | +22.5% | +45.9% | +51.7% |
| All | +68.4% | +23.6% | +44.8% | +51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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