+53.9%
AIG vs DOC
-22.1%
+76.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.7% | -0.9% |
| 7D | -0.6% | +6.2% | -6.9% | -2.4% |
| 30D | +7.7% | +6.5% | +1.3% | +5.7% |
| 3M | +1.7% | -6.2% | +7.9% | +3.4% |
| 6M | +4.5% | +25.6% | -21.1% | -3.0% |
| YTD | -3.6% | +32.1% | -35.7% | -12.4% |
| 1Y | +8.7% | +20.3% | -11.6% | +1.8% |
| 3Y | +35.7% | +42.7% | -7.0% | +15.9% |
| 5Y | +53.9% | -22.2% | +76.1% | +71.5% |
| All | +53.9% | -22.1% | +76.0% | +71.5% |
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