-62.7%
AIG vs DRI
+7,577.6%
-7,640.3%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | -0.9% | +0.6% | -1.5% | -1.2% |
| 30D | -4.9% | +3.8% | -8.7% | -6.7% |
| 3M | +4.5% | +13.0% | -8.6% | -1.6% |
| 6M | -1.4% | +8.3% | -9.8% | -5.9% |
| YTD | -9.8% | +20.6% | -30.4% | -18.4% |
| 1Y | -4.5% | +6.5% | -11.0% | -9.1% |
| 3Y | +37.4% | +53.7% | -16.3% | +8.4% |
| 5Y | +55.0% | +72.7% | -17.7% | +13.7% |
| 10Y | +63.7% | +363.2% | -299.5% | -26.8% |
| All | -62.7% | +7,577.6% | -7,640.3% | -92.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling