-24.1%
AIG vs IFF
+825.7%
-849.8%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.7% |
| 7D | -1.2% | -3.2% | +2.0% | +0.5% |
| 30D | -1.1% | -0.3% | -0.8% | -1.0% |
| 3M | +0.7% | +8.4% | -7.8% | -4.2% |
| 6M | -2.2% | +23.0% | -25.2% | -14.8% |
| YTD | -10.8% | +25.5% | -36.3% | -23.8% |
| 1Y | -2.0% | +29.1% | -31.1% | -18.1% |
| 3Y | +34.8% | +31.7% | +3.2% | +6.5% |
| 5Y | +55.0% | -35.2% | +90.3% | +71.2% |
| 10Y | +65.1% | -20.7% | +85.8% | +52.7% |
| All | -24.1% | +825.7% | -849.8% | -80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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