+64.2%
AIG vs ITUB
+220.1%
-155.9%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | -1.2% | +2.2% | -3.4% | -1.9% |
| 30D | -1.1% | +12.6% | -13.7% | -5.1% |
| 3M | +0.7% | +6.4% | -5.7% | -1.9% |
| 6M | -2.2% | +0.6% | -2.8% | -3.3% |
| YTD | -10.8% | +18.8% | -29.7% | -17.3% |
| 1Y | -2.0% | +31.0% | -33.0% | -12.7% |
| 3Y | +34.8% | +118.1% | -83.2% | -3.1% |
| 5Y | +55.0% | +193.0% | -138.0% | -5.3% |
| All | +64.2% | +220.1% | -155.9% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB 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 ITUB 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