+53.1%
AIG vs EL
-69.0%
+122.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.3% |
| 7D | -1.2% | -6.5% | +5.3% | -0.1% |
| 30D | -1.1% | +11.1% | -12.2% | -3.0% |
| 3M | +0.7% | +10.7% | -10.0% | -1.4% |
| 6M | -2.2% | +6.9% | -9.0% | -4.1% |
| YTD | -10.8% | -6.3% | -4.5% | -11.3% |
| 1Y | -2.0% | +13.5% | -15.5% | -6.3% |
| 3Y | +34.8% | -33.1% | +67.9% | +38.5% |
| All | +53.1% | -69.0% | +122.2% | +102.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling