-24.4%
AIG vs EAT
+10,884.1%
-10,908.5%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.2% | +3.7% | +1.4% |
| 7D | -1.4% | -6.8% | +5.3% | +0.5% |
| 30D | -3.3% | -5.4% | +2.1% | -2.3% |
| 3M | +2.2% | +42.8% | -40.6% | -8.5% |
| 6M | -2.1% | +56.5% | -58.6% | -15.8% |
| YTD | -11.2% | +50.0% | -61.2% | -23.2% |
| 1Y | -2.1% | +38.3% | -40.4% | -14.4% |
| 3Y | +34.4% | +591.6% | -557.3% | -31.9% |
| 5Y | +53.7% | +312.6% | -258.9% | -15.1% |
| 10Y | +64.4% | +381.4% | -317.0% | -28.1% |
| All | -24.4% | +10,884.1% | -10,908.5% | -87.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling