-24.4%
AIG vs LEN
+10,174.6%
-10,199.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.3% |
| 7D | -1.4% | -3.4% | +1.9% | -0.4% |
| 30D | -3.3% | -5.7% | +2.3% | -1.6% |
| 3M | +2.2% | -12.2% | +14.4% | +5.7% |
| 6M | -2.1% | -18.3% | +16.2% | +3.0% |
| YTD | -11.2% | -20.2% | +9.0% | -6.4% |
| 1Y | -2.1% | -40.1% | +37.9% | +12.4% |
| 3Y | +34.4% | -26.2% | +60.6% | +39.0% |
| 5Y | +53.7% | -9.8% | +63.5% | +44.0% |
| 10Y | +64.4% | +109.1% | -44.7% | +10.2% |
| All | -24.4% | +10,174.6% | -10,199.0% | -80.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling