+59.9%
AIG vs LII
+17.0%
+42.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.8% | +0.1% |
| 7D | +6.6% | +2.9% | +3.6% | +5.9% |
| 30D | +7.0% | +0.9% | +6.1% | +6.5% |
| 3M | +9.7% | -15.5% | +25.2% | +13.6% |
| 6M | +10.8% | -30.2% | +41.0% | +18.3% |
| YTD | -1.3% | -26.8% | +25.6% | +3.1% |
| 1Y | +8.4% | -25.3% | +33.6% | +12.4% |
| 3Y | +39.0% | -7.8% | +46.8% | +27.5% |
| All | +59.9% | +17.0% | +42.9% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 5y: compounded portfolio wealth divided by compounded LII 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…
5y analysis · Full analysis span regression · 6 months rolling