-68.5%
AIG vs EL
+1,648.4%
-1,716.9%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.2% |
| 7D | -1.6% | +1.7% | -3.3% | -2.2% |
| 30D | -5.2% | +15.5% | -20.7% | -11.1% |
| 3M | +1.5% | +20.6% | -19.1% | -6.8% |
| 6M | -3.9% | +10.5% | -14.4% | -10.2% |
| YTD | -11.6% | -1.9% | -9.7% | -15.0% |
| 1Y | -2.9% | +16.1% | -19.0% | -13.7% |
| 3Y | +33.7% | -30.2% | +64.0% | +31.8% |
| 5Y | +52.7% | -67.4% | +120.0% | +103.5% |
| 10Y | +62.6% | +31.2% | +31.4% | +11.7% |
| All | -68.5% | +1,648.4% | -1,716.9% | -91.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling