-70.9%
AIG vs HIG
+987.6%
-1,058.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.2% |
| 7D | -1.4% | -0.5% | -1.0% | -1.2% |
| 30D | -3.3% | -2.8% | -0.5% | -2.1% |
| 3M | +2.2% | +6.3% | -4.2% | -0.6% |
| 6M | -2.1% | -0.1% | -2.0% | -2.1% |
| YTD | -11.2% | +0.4% | -11.6% | -11.4% |
| 1Y | -2.1% | +6.2% | -8.4% | -4.8% |
| 3Y | +34.4% | +101.6% | -67.3% | -1.4% |
| 5Y | +53.7% | +119.8% | -66.1% | +10.4% |
| 10Y | +64.4% | +311.7% | -247.3% | -6.9% |
| All | -70.9% | +987.6% | -1,058.6% | -91.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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