+53.1%
AIG vs EME
+575.5%
-522.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.3% | -3.9% | -0.4% |
| 7D | -1.2% | +3.5% | -4.7% | -1.8% |
| 30D | -1.1% | -6.3% | +5.3% | 0.0% |
| 3M | +0.7% | -3.8% | +4.4% | +0.8% |
| 6M | -2.2% | +8.5% | -10.7% | -5.2% |
| YTD | -10.8% | +27.8% | -38.6% | -17.4% |
| 1Y | -2.0% | +22.2% | -24.2% | -9.7% |
| 3Y | +34.8% | +253.5% | -218.6% | -23.4% |
| All | +53.1% | +575.5% | -522.4% | -41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling