-24.4%
AIG vs EFX
+6,078.9%
-6,103.3%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.5% | +1.4% |
| 7D | -1.4% | -9.4% | +7.9% | +2.8% |
| 30D | -3.3% | -6.9% | +3.6% | -0.6% |
| 3M | +2.2% | +0.1% | +2.1% | +0.8% |
| 6M | -2.1% | -17.3% | +15.2% | +4.5% |
| YTD | -11.2% | -21.8% | +10.6% | -3.9% |
| 1Y | -2.1% | -32.5% | +30.4% | +12.5% |
| 3Y | +34.4% | -12.3% | +46.7% | +29.4% |
| 5Y | +53.7% | -36.6% | +90.3% | +64.8% |
| 10Y | +64.4% | +41.0% | +23.4% | +13.4% |
| All | -24.4% | +6,078.9% | -6,103.3% | -83.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling