-89.2%
AIG vs EMB
+131.9%
-221.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -1.9% |
| 7D | -1.6% | +0.3% | -1.9% | -1.9% |
| 30D | -5.2% | -0.5% | -4.7% | -4.6% |
| 3M | +1.5% | +0.3% | +1.1% | +0.9% |
| 6M | -3.9% | +1.2% | -5.1% | -5.5% |
| YTD | -11.6% | +1.5% | -13.1% | -13.4% |
| 1Y | -2.9% | +4.8% | -7.7% | -8.8% |
| 3Y | +33.7% | +30.4% | +3.4% | -5.9% |
| 5Y | +52.7% | +7.3% | +45.4% | +39.0% |
| 10Y | +62.6% | +29.7% | +32.9% | +19.1% |
| All | -89.2% | +131.9% | -221.1% | -90.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling