-88.6%
AIG vs LII
+2,817.4%
-2,906.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.8% | -0.1% |
| 7D | +6.6% | +2.9% | +3.6% | +5.3% |
| 30D | +7.0% | +0.9% | +6.1% | +6.1% |
| 3M | +9.7% | -15.5% | +25.2% | +16.7% |
| 6M | +10.8% | -30.2% | +41.0% | +24.6% |
| YTD | -1.3% | -26.8% | +25.6% | +7.2% |
| 1Y | +8.4% | -25.3% | +33.6% | +16.4% |
| 3Y | +39.0% | -7.8% | +46.8% | +29.8% |
| 5Y | +59.6% | +17.0% | +42.6% | +29.9% |
| 10Y | +68.4% | +169.9% | -101.5% | -5.0% |
| All | -88.6% | +2,817.4% | -2,906.0% | -97.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling