+9.5%
AIG vs IRE
-94.6%
+104.1%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -13.5% | +13.2% | -0.9% |
| 7D | +2.0% | +11.1% | -9.1% | +2.9% |
| 30D | +6.3% | -75.2% | +81.5% | +2.9% |
| 3M | +9.2% | -86.4% | +95.5% | +4.1% |
| 6M | +9.5% | -94.8% | +104.4% | +3.0% |
| All | +9.5% | -94.6% | +104.1% | +3.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling