+64.2%
AIG vs IDXX
+360.5%
-296.3%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -1.2% | -5.7% | +4.6% | +0.2% |
| 30D | -1.1% | -11.5% | +10.5% | +1.7% |
| 3M | +0.7% | -9.5% | +10.2% | +2.8% |
| 6M | -2.2% | -16.0% | +13.8% | +1.3% |
| YTD | -10.8% | -25.4% | +14.6% | -5.4% |
| 1Y | -2.0% | -21.8% | +19.7% | +2.2% |
| 3Y | +34.8% | +7.0% | +27.8% | +25.3% |
| 5Y | +55.0% | -26.0% | +81.0% | +55.7% |
| All | +64.2% | +360.5% | -296.3% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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