+54.4%
AIG vs EMB
+6.1%
+48.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.6% |
| 7D | -2.4% | -1.1% | -1.3% | -1.6% |
| 30D | -2.9% | -1.1% | -1.9% | -2.2% |
| 3M | +0.8% | -0.8% | +1.5% | +1.3% |
| 6M | -2.7% | -0.1% | -2.6% | -2.7% |
| YTD | -11.2% | +0.4% | -11.6% | -11.6% |
| 1Y | -1.5% | +3.3% | -4.8% | -3.8% |
| 3Y | +34.4% | +29.0% | +5.3% | +12.2% |
| 5Y | +54.4% | +6.3% | +48.1% | +32.7% |
| All | +54.4% | +6.1% | +48.3% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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