+54.4%
AIG vs DRI
+65.0%
-10.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +1.0% |
| 7D | -1.4% | -4.8% | +3.4% | +0.1% |
| 30D | -3.3% | -3.9% | +0.6% | -2.2% |
| 3M | +2.2% | +5.1% | -2.9% | +0.1% |
| 6M | -2.1% | +5.5% | -7.6% | -4.6% |
| YTD | -11.2% | +16.5% | -27.7% | -16.9% |
| 1Y | -2.1% | +2.0% | -4.1% | -4.1% |
| 3Y | +34.4% | +54.5% | -20.1% | +9.6% |
| All | +54.4% | +65.0% | -10.5% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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