+64.2%
AIG vs EME
+1,362.1%
-1,298.0%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.3% | -3.9% | -1.4% |
| 7D | -1.2% | +3.5% | -4.7% | -2.7% |
| 30D | -1.1% | -6.3% | +5.3% | +1.3% |
| 3M | +0.7% | -3.8% | +4.4% | 0.0% |
| 6M | -2.2% | +8.5% | -10.7% | -9.3% |
| YTD | -10.8% | +27.8% | -38.6% | -24.7% |
| 1Y | -2.0% | +22.2% | -24.2% | -17.8% |
| 3Y | +34.8% | +253.5% | -218.6% | -46.0% |
| 5Y | +55.0% | +578.6% | -523.6% | -61.7% |
| All | +64.2% | +1,362.1% | -1,298.0% | -74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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