-17.9%
AIG vs DOC
+2,926.9%
-2,944.8%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.7% | -0.8% |
| 7D | -0.6% | +6.2% | -6.9% | -3.6% |
| 30D | +7.7% | +6.5% | +1.3% | +4.3% |
| 3M | +1.7% | -6.2% | +7.9% | +4.6% |
| 6M | +4.5% | +25.6% | -21.1% | -8.3% |
| YTD | -3.6% | +32.1% | -35.7% | -18.0% |
| 1Y | +8.7% | +20.3% | -11.6% | -3.4% |
| 3Y | +35.7% | +42.7% | -7.0% | +6.8% |
| 5Y | +53.9% | -22.2% | +76.1% | +62.1% |
| 10Y | +81.5% | +16.5% | +65.0% | +48.7% |
| All | -17.9% | +2,926.9% | -2,944.8% | -74.6% |
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