+3.7%
AIG vs IRE
-97.6%
+101.3%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -23.2% | +24.7% | +0.7% |
| 7D | +2.3% | -46.8% | +49.1% | +0.7% |
| 30D | +8.8% | -75.5% | +84.3% | +5.2% |
| 3M | +3.7% | -79.4% | +83.1% | +0.4% |
| 6M | +6.8% | -91.3% | +98.0% | +3.0% |
| YTD | -2.6% | -90.8% | +88.2% | -3.4% |
| 1Y | +3.7% | -97.7% | +101.5% | -2.0% |
| All | +3.7% | -97.6% | +101.3% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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