+34.8%
AIG vs EFV
+90.2%
-55.4%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | -0.2% |
| 7D | -1.2% | -0.8% | -0.3% | -0.7% |
| 30D | -1.1% | +0.6% | -1.7% | -1.4% |
| 3M | +0.7% | +7.5% | -6.9% | -3.8% |
| 6M | -2.2% | +13.0% | -15.2% | -9.6% |
| YTD | -10.8% | +18.3% | -29.2% | -20.4% |
| 1Y | -2.0% | +26.7% | -28.8% | -16.6% |
| 3Y | +34.8% | +89.6% | -54.7% | -15.4% |
| All | +34.8% | +90.2% | -55.4% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 3y: compounded portfolio wealth divided by compounded EFV 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…
3y analysis · Full analysis span regression · 6 months rolling