+64.2%
AIG vs EFX
+42.6%
+21.6%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.2% |
| 7D | -1.2% | -4.5% | +3.4% | +0.4% |
| 30D | -1.1% | -6.1% | +5.0% | +0.8% |
| 3M | +0.7% | +6.2% | -5.5% | -2.2% |
| 6M | -2.2% | -11.2% | +9.0% | +0.6% |
| YTD | -10.8% | -21.4% | +10.6% | -5.2% |
| 1Y | -2.0% | -34.3% | +32.3% | +10.7% |
| 3Y | +34.8% | -12.5% | +47.4% | +30.0% |
| 5Y | +55.0% | -35.6% | +90.6% | +64.5% |
| All | +64.2% | +42.6% | +21.6% | +17.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling