+270.5%
AIG vs INDA
+109.4%
+161.1%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | -0.2% |
| 7D | -1.2% | -2.7% | +1.5% | +0.4% |
| 30D | -1.1% | -2.8% | +1.7% | +0.5% |
| 3M | +0.7% | +1.6% | -1.0% | -0.4% |
| 6M | -2.2% | -1.4% | -0.7% | -1.8% |
| YTD | -10.8% | -10.1% | -0.7% | -5.5% |
| 1Y | -2.0% | -8.8% | +6.7% | +2.6% |
| 3Y | +34.8% | +7.6% | +27.2% | +26.8% |
| 5Y | +55.0% | +5.8% | +49.3% | +47.4% |
| 10Y | +65.1% | +84.0% | -19.0% | +12.5% |
| All | +270.5% | +109.4% | +161.1% | +125.9% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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