-71.2%
AIG vs IRM
+9,819.9%
-9,891.1%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.7% |
| 3M | +0.7% | -7.4% | +8.0% | +3.0% |
| 6M | -2.2% | +8.7% | -10.8% | -6.4% |
| YTD | -10.8% | +40.9% | -51.8% | -23.3% |
| 1Y | -2.0% | +20.5% | -22.5% | -11.2% |
| 3Y | +34.8% | +101.7% | -66.9% | -3.7% |
| 5Y | +55.0% | +197.7% | -142.6% | -7.2% |
| 10Y | +65.1% | +439.5% | -374.4% | -24.1% |
| All | -71.2% | +9,819.9% | -9,891.1% | -92.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling