+64.2%
AIG vs IRM
+440.8%
-376.6%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.6% | -0.4% |
| 7D | -1.2% | -1.4% | +0.3% | -0.6% |
| 30D | -1.1% | -7.4% | +6.3% | +1.8% |
| 3M | +0.7% | -7.4% | +8.0% | +3.1% |
| 6M | -2.2% | +8.7% | -10.8% | -6.8% |
| YTD | -10.8% | +40.9% | -51.8% | -24.4% |
| 1Y | -2.0% | +20.5% | -22.5% | -11.9% |
| 3Y | +34.8% | +101.7% | -66.9% | -10.0% |
| 5Y | +55.0% | +197.7% | -142.6% | -18.0% |
| All | +64.2% | +440.8% | -376.6% | -39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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