+51.9%
AIG vs DOC
-19.7%
+71.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.8% | +0.6% | +1.9% |
| 7D | -3.4% | +5.9% | -9.2% | -5.0% |
| 30D | +3.4% | +10.3% | -6.9% | +0.4% |
| 3M | +1.7% | -2.2% | +3.9% | +2.3% |
| 6M | +5.7% | +8.2% | -2.5% | +3.0% |
| YTD | -5.1% | +35.4% | -40.5% | -14.4% |
| 1Y | +6.1% | +23.6% | -17.6% | -1.4% |
| 3Y | +35.5% | +57.3% | -21.8% | +11.1% |
| 5Y | +51.9% | -19.6% | +71.6% | +67.0% |
| All | +51.9% | -19.7% | +71.6% | +67.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling