-23.2%
AIG vs DOC
+2,974.4%
-2,997.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | 0.0% |
| 7D | -0.9% | -1.5% | +0.5% | -0.2% |
| 30D | -4.9% | -4.8% | -0.1% | -2.7% |
| 3M | +4.5% | +6.9% | -2.4% | +0.8% |
| 6M | -1.4% | +20.7% | -22.2% | -11.8% |
| YTD | -9.8% | +34.1% | -43.9% | -23.7% |
| 1Y | -4.5% | +22.6% | -27.2% | -16.0% |
| 3Y | +37.4% | +20.8% | +16.6% | +17.6% |
| 5Y | +55.0% | -24.9% | +79.8% | +66.5% |
| 10Y | +63.7% | -1.8% | +65.5% | +46.1% |
| All | -23.2% | +2,974.4% | -2,997.6% | -76.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling