+130.8%
AIG vs EQX
+232.0%
-101.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.3% |
| 7D | -1.2% | -3.2% | +2.0% | -1.0% |
| 30D | -1.1% | +7.8% | -8.8% | -1.5% |
| 3M | +0.7% | +21.3% | -20.7% | -0.5% |
| 6M | -2.2% | -22.4% | +20.2% | -1.3% |
| YTD | -10.8% | -11.3% | +0.5% | -11.0% |
| 1Y | -2.0% | +13.5% | -15.5% | -3.7% |
| 3Y | +34.8% | +162.1% | -127.3% | +23.8% |
| 5Y | +55.0% | +84.2% | -29.2% | +41.9% |
| All | +130.8% | +232.0% | -101.3% | +130.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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