-24.8%
AIG vs ED
+2,238.5%
-2,263.2%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.5% |
| 7D | -1.6% | +0.5% | -2.1% | -1.9% |
| 30D | -5.2% | +1.1% | -6.3% | -5.8% |
| 3M | +1.5% | +4.6% | -3.2% | -1.1% |
| 6M | -3.9% | -2.0% | -2.0% | -3.3% |
| YTD | -11.6% | +11.7% | -23.3% | -17.3% |
| 1Y | -2.9% | +15.7% | -18.7% | -11.0% |
| 3Y | +33.7% | +34.4% | -0.6% | +10.6% |
| 5Y | +52.7% | +67.3% | -14.6% | +9.2% |
| 10Y | +62.6% | +104.0% | -41.4% | -3.3% |
| All | -24.8% | +2,238.5% | -2,263.2% | -88.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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