+64.2%
AIG vs EAT
+374.9%
-310.8%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.7% |
| 7D | -1.2% | -7.7% | +6.5% | +1.0% |
| 30D | -1.1% | -13.6% | +12.5% | +2.7% |
| 3M | +0.7% | +33.9% | -33.2% | -7.8% |
| 6M | -2.2% | +47.2% | -49.4% | -14.0% |
| YTD | -10.8% | +48.1% | -58.9% | -22.3% |
| 1Y | -2.0% | +33.7% | -35.7% | -13.0% |
| 3Y | +34.8% | +595.8% | -560.9% | -33.1% |
| 5Y | +55.0% | +314.4% | -259.3% | -15.4% |
| All | +64.2% | +374.9% | -310.8% | -35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling