-2.0%
AIG vs LEN
-41.0%
+38.9%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | +0.3% |
| 7D | -1.2% | -4.8% | +3.6% | -0.9% |
| 30D | -1.1% | -6.6% | +5.5% | -0.7% |
| 3M | +0.7% | -15.7% | +16.3% | +1.5% |
| 6M | -2.2% | -16.6% | +14.5% | -1.6% |
| YTD | -10.8% | -21.3% | +10.5% | -10.6% |
| 1Y | -2.0% | -42.0% | +40.0% | +3.5% |
| All | -2.0% | -41.0% | +38.9% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 1y: compounded portfolio wealth divided by compounded LEN 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…
1y analysis · Full analysis span regression · 6 months rolling