+64.2%
AIG vs EL
+26.1%
+38.0%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.2% |
| 7D | -1.2% | -6.5% | +5.3% | +0.7% |
| 30D | -1.1% | +11.1% | -12.2% | -4.6% |
| 3M | +0.7% | +10.7% | -10.0% | -3.1% |
| 6M | -2.2% | +6.9% | -9.0% | -5.9% |
| YTD | -10.8% | -6.3% | -4.5% | -12.0% |
| 1Y | -2.0% | +13.5% | -15.5% | -9.9% |
| 3Y | +34.8% | -33.1% | +67.9% | +39.4% |
| 5Y | +55.0% | -68.8% | +123.8% | +124.8% |
| All | +64.2% | +26.1% | +38.0% | +45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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