-55.8%
AIG vs IT
+5,548.9%
-5,604.7%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.1% | +0.9% |
| 7D | -1.4% | -9.1% | +7.7% | +0.9% |
| 30D | -3.3% | -12.2% | +8.8% | -0.3% |
| 3M | +2.2% | +7.8% | -5.6% | -1.5% |
| 6M | -2.1% | +2.0% | -4.1% | -5.1% |
| YTD | -11.2% | -32.7% | +21.5% | -5.1% |
| 1Y | -2.1% | -31.1% | +29.0% | +3.2% |
| 3Y | +34.4% | -52.1% | +86.5% | +52.1% |
| 5Y | +53.7% | -46.3% | +100.0% | +66.4% |
| 10Y | +64.4% | +91.4% | -27.0% | +26.8% |
| All | -55.8% | +5,548.9% | -5,604.7% | -79.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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