+8.4%
AIG vs IBB
+29.7%
-21.3%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.4% |
| 7D | +6.6% | -0.5% | +7.1% | +6.6% |
| 30D | +7.0% | +4.6% | +2.5% | +6.9% |
| 3M | +9.7% | +6.8% | +2.9% | +9.4% |
| 6M | +10.8% | +23.1% | -12.3% | +9.8% |
| YTD | -1.3% | +26.0% | -27.3% | -2.0% |
| 1Y | +8.4% | +30.4% | -22.0% | +6.9% |
| All | +8.4% | +29.7% | -21.3% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 1y: compounded portfolio wealth divided by compounded IBB 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…
1y analysis · Full analysis span regression · 6 months rolling