-91.0%
AIG vs ITUB
+1,902.7%
-1,993.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.8% | +3.2% | +1.6% |
| 7D | -1.4% | 0.0% | -1.4% | -1.5% |
| 30D | -3.3% | +2.6% | -5.9% | -4.6% |
| 3M | +2.2% | +8.4% | -6.2% | -1.7% |
| 6M | -2.1% | -0.5% | -1.6% | -3.0% |
| YTD | -11.2% | +15.3% | -26.5% | -17.8% |
| 1Y | -2.1% | +28.7% | -30.8% | -13.9% |
| 3Y | +34.4% | +118.7% | -84.3% | -8.3% |
| 5Y | +53.7% | +182.7% | -129.0% | -10.3% |
| 10Y | +64.4% | +207.6% | -143.2% | -17.9% |
| All | -91.0% | +1,902.7% | -1,993.7% | -97.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling