-4.5%
AIG vs EFX
-25.2%
+20.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.4% | +5.5% | +0.1% |
| 7D | -0.9% | -8.6% | +7.7% | +0.4% |
| 30D | -4.9% | +0.1% | -5.0% | -5.0% |
| 3M | +4.5% | +3.8% | +0.6% | +3.4% |
| 6M | -1.4% | -13.5% | +12.1% | -0.6% |
| YTD | -9.8% | -17.7% | +7.9% | -8.0% |
| 1Y | -4.5% | -25.6% | +21.0% | -2.5% |
| All | -4.5% | -25.2% | +20.7% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 1y: compounded portfolio wealth divided by compounded EFX 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…
1y analysis · Full analysis span regression · 6 months rolling